A measure of stationarity in locally stationary processes with applications to testing

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: Discussion Paper / SFB 823 ; 32/2010

Classification: Mathematik

Event: Veröffentlichung

(where): Dortmund

(who): Universitätsbibliothek Dortmund

(when): 2010

Creator: Dette, Holger
Preuß, Philip
Vetter, Mathias

Handle: 2003/27323

URN: urn:nbn:de:101:1-2016072111782

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:45 PM CET

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Dette, Holger
Preuß, Philip
Vetter, Mathias
Universitätsbibliothek Dortmund

Time of origin

2010

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A measure of stationarity in locally stationary processes with applications to testing

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Other Objects (12)

Detecting deviations from second-order stationarity in locally stationary functional time series

Prediction in locally stationary time series

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Confidence surfaces for the mean of locally stationary functional time series

Testing semiparametric hypotheses in locally stationary processes

A distribution free test for changes in the trend function of locally stationary processes

Locally E-Optimal Designs for Exponential Regression Models

A portmanteau-type test for detecting serial correlation in locally stationary functional time series

A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing

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Prediction in locally stationary time series

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A distribution free test for changes in the trend function of locally stationary processes

Locally E-Optimal Designs for Exponential Regression Models

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Prediction in locally stationary time series

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A distribution free test for changes in the trend function of locally stationary processes

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