Testing multiplicative structures in strictly stationary processes.

MaRDI QIDQ3550595zbMATH OpenFDO

Authors Gabriele Wieczorek

Publication date 31 March 2010

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)

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

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)