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A Measure of Stationarity in Locally Stationary Processes With Applications to Testing
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/0304-4149(95)00090-9openalex-snapshot
On the Kullback-Leibler information divergence of locally stationary processes
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Local inference for locally stationary time series based on the empirical spectral measure
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Discriminant analysis for locally stationary processes
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Comparing spectral densities of stationary time series with unequal sample sizes
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On estimation of the integrals of certain functions of spectral density
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The Cusum Test for Parameter Change in Time Series Models
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Wavelet Processes and Adaptive Estimation of the Evolutionary Wavelet Spectrum
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A Wavelet‐Based Test for Stationarity
inferredcites →https://doi.org/10.1111/1467-9892.00317openalex-snapshot
Testing Composite Hypotheses for Locally Stationary Processes
inferredcites →https://doi.org/10.1111/j.1467-9469.2009.00652.xopenalex-snapshot
Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes
inferredcites →https://doi.org/10.1111/j.2517-6161.1965.tb01488.xopenalex-snapshot
Evolutionary Spectra and Non-Stationary Processes
inferredcites →https://doi.org/10.11588/heidok.00020783openalex-snapshot
A Likelihood Approximation for Locally Stationary Processes
inferredcites →https://doi.org/10.1198/jasa.2010.tm08243openalex-snapshot
Validating Stationarity Assumptions in Time Series Analysis by Rolling Local Periodograms
inferredcites →https://doi.org/10.1214/009053606000000867openalex-snapshot
Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes
inferredcites →https://doi.org/10.1214/07-aos524openalex-snapshot
Locally adaptive estimation of evolutionary wavelet spectra
inferredcites →https://doi.org/10.1214/aos/1015957480openalex-snapshot
A likelihood approximation for locally stationary processes
inferredcites →https://doi.org/10.1214/aos/1034276620openalex-snapshot
Fitting time series models to nonstationary processes
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Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra
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Time Series: Data Analysis and Theory.
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Time-Dependent Spectral Analysis of Nonstationary Time Series
inferredcites →https://doi.org/10.3150/08-bej137openalex-snapshot
Empirical spectral processes for locally stationary time series
inferredcites →https://doi.org/10.3150/08-bej179openalex-snapshot
Testing temporal constancy of the spectral structure of a time series
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Estimation of the bispectrum for locally stationary processes
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TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS
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