Tests for comparing time‐invariant and time‐varying spectra based on the Anderson–Darling statistic

DOI10.1111/stan.12259arXiv1705.04821OpenAlexW3216576116MaRDI QIDQ6089379

Shibin Zhang, Xinming Tu

Publication date: 14 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.04821

zbMATH Keywords

goodness-of-fit testsperiodogramspectral densityAnderson-Darling statisticlocally stationary time series

Mathematics Subject Classification ID

Statistics (62-XX) Inference from stochastic processes (62Mxx) Nonparametric inference (62Gxx)

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