Testing parametric assumptions of trends of a nonstationary time series

DOI10.1093/biomet/asr017zbMath1231.62166OpenAlexW2162704996MaRDI QIDQ3174190

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Publication date: 12 October 2011

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asr017

zbMATH Keywords

central limit theorem bias correction local linear estimation nonparametric hypothesis testing locally stationary process integrated squared error

Mathematics Subject Classification ID

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