Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694)
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scientific article; zbMATH DE number 6561111
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for jumps in the presence of smooth changes in trends of nonstationary time series |
scientific article; zbMATH DE number 6561111 |
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Testing for jumps in the presence of smooth changes in trends of nonstationary time series (English)
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30 March 2016
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abrupt and smooth changes
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change points
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local linear estimation
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nonparametric hypothesis testing
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nonparametric jump detection
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nonstationary processes
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