A non‐parametric test for multi‐variate trend functions
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Publication:6134633
DOI10.1111/jtsa.12641OpenAlexW4207022392MaRDI QIDQ6134633
Xiaojun Song, Jilin Wu, Erhua Zhang
Publication date: 22 August 2023
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12641
\(U\)-statisticlocal powernon-parametric estimationtime-varying variancesmulti-variate trend functions
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Inference from stochastic processes (62Mxx)
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