A sieve bootstrap test for stationarity.

DOI10.1016/S0167-7152(03)00012-9zbMath1116.62395OpenAlexW2072513265MaRDI QIDQ1423241

Zacharias Psaradakis

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(03)00012-9

zbMATH Keywords

Time seriesAutoregressive approximationSieve bootstrapLinear processStationarity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Nonparametric statistical resampling methods (62G09)

Related Items (4)

Blockwise bootstrap testing for stationarity ⋮ Bootstrap methods for dependent data: a review ⋮ Sieve bootstrapt-tests on long-run average parameters ⋮ Properties of the neural network sieve bootstrap

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