Functional Estimation and Change Detection for Nonstationary Time Series

DOI10.1080/01621459.2021.1969239arXiv2212.00447OpenAlexW3195525986MaRDI QIDQ6165288

Fabian Mies

Publication date: 4 July 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2212.00447

zbMATH Keywords

\(p\)-variationbootstrap inferencelocally stationary processgradual change

Mathematics Subject Classification ID

Statistics (62-XX)

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