A new non-parametric stationarity test of time series in the time domain

DOI10.1111/RSSB.12091MaRDI QIDQ5378141zbMATH OpenOpenAlexFDO

Authors

Publication date 12 June 2019

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/rssb.12091

zbMATH Keywords

autocovarianceorder selectionstationarity testsystematic samplestime seriesWalsh functions

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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