A New Non-Parametric Stationarity Test of Time Series in the Time Domain
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Publication:5378141
DOI10.1111/RSSB.12091zbMath1414.62369OpenAlexW2158184830MaRDI QIDQ5378141
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Publication date: 12 June 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/rssb.12091
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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