Monitoring procedures for strict stationarity based on the multivariate characteristic function

DOI10.1016/j.jmva.2021.104892OpenAlexW3209246290MaRDI QIDQ2078564

Simos G. Meintanis, Charl Pretorius, Sangyeol Lee

Publication date: 1 March 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104892

zbMATH Keywords

empirical characteristic functionblock bootstrapchange-pointstrict stationarity

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Multivariate analysis (62Hxx)

Uses Software

• CAViaR
• fda (R)

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