Records Properties of Non Stationary Time Series
From MaRDI portal
Publication:3391876
DOI10.1080/03610910902923487zbMath1167.62075OpenAlexW2073606537MaRDI QIDQ3391876
Clara Simón de Blas, Ana E. Sipols, M. T. Santos-Martín
Publication date: 13 August 2009
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910902923487
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05) Non-Markovian processes: hypothesis testing (62M07)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stability results for nonlinear error correction models
- Extremal theory for stochastic processes
- Rank tests for unit roots
- Record values and maxima
- Record values and inter-record times
- Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers
- Records from improving populations
- Breaking Records and Breaking Boards
- NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
