A Functional Central Limit Theorem and its Bootstrap Analogue for Locally Stationary Processes with Application to Independence Testing
- Alternative title
-
Ein funktionaler zentraler Grenzwertsatz für lokalstationäre Prozesse und sein Bootstrap-Analogon mit Anwendung beim Testen auf Unabhängigkeit
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
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Englisch
- Notes
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Braunschweig, Technische Universität Braunschweig, Dissertation, 2020
- Event
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Veröffentlichung
- (where)
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Braunschweig
- (who)
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Technische Universität Braunschweig
- (when)
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2021
- Creator
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Beering, Carina
- Contributor
- DOI
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10.24355/dbbs.084-202103031153-0
- URN
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urn:nbn:de:gbv:084-2021030311566
- Rights
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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25.03.2025, 1:55 PM CET
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Beering, Carina
- Leucht, Anne
- Kreiß, Jens-Peter
- Jentsch, Carsten
- Technische Universität Braunschweig
Time of origin
- 2021
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Detecting smooth changes in locally stationary processes
Detecting changes in locally stationary time series
Nonparametric Estimation of Locally Stationary Hawkes Processes
Data adaptive inference for locally stationary processes
Nonparametric regression for locally stationary time series
Testing semiparametric hypotheses in locally stationary processes
The moving Fourier transformation of locally stationary processes with application to bootstrap procedures
Locally stationary multiplicative volatility modelling
Limit theorems for locally stationary processes
Limit theorems for locally stationary processes
Prediction in locally stationary time series
Sieve bootstrap for strongly dependent stationary processes
Detecting smooth changes in locally stationary processes
Detecting changes in locally stationary time series
Nonparametric Estimation of Locally Stationary Hawkes Processes
Data adaptive inference for locally stationary processes
Nonparametric regression for locally stationary time series
Testing semiparametric hypotheses in locally stationary processes
The moving Fourier transformation of locally stationary processes with application to bootstrap procedures
Locally stationary multiplicative volatility modelling
Limit theorems for locally stationary processes
Limit theorems for locally stationary processes
Prediction in locally stationary time series
Sieve bootstrap for strongly dependent stationary processes
Detecting smooth changes in locally stationary processes
Detecting changes in locally stationary time series
Nonparametric Estimation of Locally Stationary Hawkes Processes
Data adaptive inference for locally stationary processes
Nonparametric regression for locally stationary time series