Testing for changes in autocovariances of nonparametric time series models
type: Item
instance of: scholarly article
title: Testing for changes in autocovariances of nonparametric time series models
zbMATH Open document ID: 1254.62061
author: Xiaoye Li
author: Zhibiao Zhao
published in: Journal of Statistical Planning and Inference
publication date: 2012-12-28T00:00:00Z
full work available at URL: pmc3519450
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6119029
zbMATH Keywords: autocovariance
zbMATH Keywords: change-point analysis
zbMATH Keywords: functional central limit theorem
zbMATH Keywords: interest rates
zbMATH Keywords: nonparametric regression
zbMATH Keywords: time series
zbMATH Keywords: weighted partial sum
MaRDI profile type: Publication
OpenAlex ID: W2073546391
Wikidata QID: Q41897900
DOI: 10.1016/J.JSPI.2012.07.012
description: scientific article; zbMATH DE number 6119029