Testing temporal constancy of the spectral structure of a time series
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Publication:605893
DOI10.3150/08-BEJ179zbMath1200.62049arXiv1001.2122OpenAlexW3103384690MaRDI QIDQ605893
Publication date: 15 November 2010
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.2122
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)
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