A Powerful Test for Changing Trends in Time Series Models

DOI10.1111/jtsa.12282zbMath1392.62256OpenAlexW2791044829MaRDI QIDQ4577080

Jilin Wu, Zhijie Xiao

Publication date: 11 July 2018

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12282

zbMATH Keywords

bandwidth selectionstructural changelocal powernon-monotonic power

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

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