Subsampling for nonstationary time series with non-zero mean function

DOI10.1016/J.SPL.2017.06.002zbMath1457.62126OpenAlexW2627827271MaRDI QIDQ1687223

Anna E. Dudek, Łukasz Lenart

Publication date: 22 December 2017

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

Full work available at URL: https://doi.org/10.1016/j.spl.2017.06.002

zbMATH Keywords

periodicitytestingFourier coefficientsautocovariance functionalmost periodically correlated

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

Related Items (1)

Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function

Cites Work

• Subsampling
• Non-parametric frequency identification and estimation in mean function for almost periodically correlated time series
• Generalizations of Cyclostationary Signal Processing
• Subsampling in testing autocovariance for periodically correlated time series
• Moment bounds for non-stationary dependent sequences
• Periodically Correlated Random Sequences
• Unnamed Item
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