Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity
DOI10.1111/jtsa.12200zbMath1356.62123OpenAlexW2419146988MaRDI QIDQ2954305
Wolfgang Polonik, Gabe Chandler
Publication date: 12 January 2017
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12200
cumulantsexponential inequalitynon-stationary processeslocally stationary processesempirical process theorytests of stationarity
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: hypothesis testing (62M07)
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