A non‐parametric test for multi‐variate trend functions

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

zbMATH Keywords

\(U\)-statisticlocal powernon-parametric estimationtime-varying variancesmulti-variate trend functions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Inference from stochastic processes (62Mxx)

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