Testing for white noise against locally stationary alternatives
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Publication:4969863
DOI10.1002/SAM.11157OpenAlexW2147624744MaRDI QIDQ4969863FDOQ4969863
Authors: Georg M. Goerg 
Publication date: 14 October 2020
Published in: Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/sam.11157
locally stationary processesmodel fittingtime-varying parametersportmanteau testautocorrelationsljung-boxresidual checkspurious white noise
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Cited In (4)
- Local power of consistent tests for serial correlation against the nearly integrated, nearly white noise process
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS
- Title not available (Why is that?)
- Testing of hypotheses about the dispersion of nonstationary white Gaussian noise
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