Measuring the degree of non-stationarity of a time series

DOI10.1002/STA4.125MaRDI QIDQ6539189

G. P. Nason, Sourav Das

Publication date: 14 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

time seriesnon-parametric regressionbootstrap assessment

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Testing temporal constancy of the spectral structure of a time series
• Bayesian forecasting and dynamic models.
• A fast compact algorithm for cubic spline smoothing
• Fitting time series models to nonstationary processes
• A test for second order stationarity of a multivariate time series
• A wavelet-based test for stationarity
• A Measure of Stationarity in Locally Stationary Processes With Applications to Testing
• Bootstrapping the Local Periodogram of Locally Stationary Processes
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Bootstrapping State-Space Models: Gaussian Maximum Likelihood Estimation and the Kalman Filter
• A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series
• The Hybrid Wild Bootstrap for Time Series
• Costationarity of Locally Stationary Time Series
• A test for second-order stationarity of a time series based on the discrete Fourier transform
• Validating Stationarity Assumptions in Time Series Analysis by Rolling Local Periodograms
• A New Non-Parametric Stationarity Test of Time Series in the Time Domain
• Bootstrapping Locally Stationary Processes
• Nonparametric Roughness Penalties for Probability Densities

This page was built for publication: Measuring the degree of non-stationarity of a time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6539189)