Testing Composite Hypotheses for Locally Stationary Processes (Q4455662)
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scientific article; zbMATH DE number 2059155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing Composite Hypotheses for Locally Stationary Processes |
scientific article; zbMATH DE number 2059155 |
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Testing Composite Hypotheses for Locally Stationary Processes (English)
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16 March 2004
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composite hypotheses
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locally stationary process
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time-varying spectral density
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tests for stationarity
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Gaussian likelihood ratio test
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Wald test
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Lagrange multiplier test
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