Testing multiplicative structures in strictly stationary processes.

zbMATH Open1187.62077MaRDI QIDQ3550595FDOQ3550595

Authors: Gabriele Wieczorek 

Publication date: 31 March 2010

Recommendations

• Testing for a constant coefficient of variation in nonparametric regression
• A test for strict stationarity
• Testing the parametric structure of the variance function in non-parametric regression.
• Non-Parametric Testing of Conditional Variance Functions in Time Series
• Testing strict stationarity with applications to macroeconomic time series

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Applications of statistics to actuarial sciences and financial mathematics (62P05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (1)

• Testing for a constant coefficient of variation in nonparametric regression

This page was built for publication: Testing multiplicative structures in strictly stationary processes.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3550595)