Costationary Whitenoise processes and local stationarity testing

DOI10.1007/978-3-031-40209-8_2MaRDI QIDQ6609929zbMATH OpenFDO

Authors Alessandro Cardinali

Publication date 24 September 2024

zbMATH Keywords

local stationaritybootstrap testcostationaritywhitenoise

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

Cites work

• scientific article; zbMATH DE number 194951 (Why is no real title available?)
• scientific article; zbMATH DE number 3290822 (Why is no real title available?)
• Costationarity of locally stationary time series
• Fitting time series models to nonstationary processes
• Forecasting non-stationary time series by wavelet process modelling
• Large Sample Properties of Generalized Method of Moments Estimators
• Ten Lectures on Wavelets

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