Testing semiparametric hypotheses in locally stationary processes (Q2852620)

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scientific article; zbMATH DE number 6214388
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Testing semiparametric hypotheses in locally stationary processes
scientific article; zbMATH DE number 6214388

    Statements

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    9 October 2013
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    bootstrap
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    goodness-of-fit tests
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    integrated periodogram
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    \(L_{2}\)-distance
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    locally stationary processes
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    non-stationary processes
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    semiparametric models
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    spectral density
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    Testing semiparametric hypotheses in locally stationary processes (English)
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