A note on general quadratic forms of nonstationary stochastic processes

DOI10.1080/02331888.2017.1318880zbMath1440.62335OpenAlexW2552183993MaRDI QIDQ4600791

Junbum Lee, Suhasini Subba Rao

Publication date: 12 January 2018

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2017.1318880

zbMATH Keywords

cumulantsquadratic formsdiscrete Fourier transformmixingnon and locally stationary processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Special processes (60K99) Stochastic processes (60G99)

Related Items (6)

A note on quadratic forms of stationary functional time series under mild conditions ⋮ A portmanteau-type test for detecting serial correlation in locally stationary functional time series ⋮ Testing for stationarity of functional time series in the frequency domain ⋮ A test for second-order stationarity of a time series based on the discrete Fourier transform ⋮ Detecting deviations from second-order stationarity in locally stationary functional time series ⋮ A test for second order stationarity of a multivariate time series

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