Stationarity test based on density approach
DOI10.1080/10485252.2020.1748624zbMATH Open1444.62060OpenAlexW3015359120MaRDI QIDQ5114479FDOQ5114479
Authors: Ji Eun Moon, Cheolyong Park, Jeongcheol Ha, Tae Yoon Kim, S. Y. Hwang 
Publication date: 24 June 2020
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2020.1748624
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Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07) Stationary stochastic processes (60G10)
Cites Work
- Title not available (Why is that?)
- Long Range Dependence
- Discrimination between monotonic trends and long-range dependence
- Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator
- Localized Realized Volatility Modeling
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- Size and power of tests of stationarity in highly autocorrelated time series
- Nonparametric tests for unit roots and cointegration.
- Moment inequalities for mixing sequences of random variables
- Kernel density estimator for strong mixing processes
- THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES
- Density versions of the univariate central limit theorem
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