A local factor nonparametric test for trend synchronism in multiple time series
DOI10.1016/j.jmva.2016.05.004zbMath1347.62198OpenAlexW2418041973MaRDI QIDQ739586
Yulia R. Gel, Vyacheslav Lyubchich
Publication date: 18 August 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2016.05.004
time seriesmultiple mean curves comparisonnonmonotonic trend detectionresampling and bootstraptrend synchronism
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Non-Markovian processes: hypothesis testing (62M07)
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