Subsampling for nonstationary time series with non-zero mean function

DOI10.1016/J.SPL.2017.06.002MaRDI QIDQ1687223zbMATH OpenOpenAlexFDO

Authors Anna E. Dudek, Łukasz Lenart

Publication date 22 December 2017

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2017.06.002

zbMATH Keywords

almost periodically correlatedautocovariance functionFourier coefficientsperiodicitytesting

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• Generalizations of Cyclostationary Signal Processing
• scientific article; zbMATH DE number 5985495 (Why is no real title available?)
• scientific article; zbMATH DE number 44031 (Why is no real title available?)
• Moment bounds for non-stationary dependent sequences
• Non-parametric frequency identification and estimation in mean function for almost periodically correlated time series
• Periodically Correlated Random Sequences
• Subsampling
• Subsampling in testing autocovariance for periodically correlated time series

Cited in

(6)

• K-sample subsampling in general spaces: the case of independent time series
• Generalized subsampling procedure for non-stationary time series
• Subsampling for continuous-time almost periodically correlated processes
• Subsampling inference for the mean of heavy-tailed long-memory time series
• Subsampling Methodology for the Analysis of Nonlinear Atmospheric Time Series
• Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function

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