Frequency domain tests of semiparametric hypotheses for locally stationary processes

Scandinavian Journal of Statistics

Volumn 36, Issue 4, 2009, Pages 800-821

  Sergides, Marios ^a   Paparoditis, Efstathios ^a  

^a UNIVERSITY OF CYPRUS   (Cyprus)

Author keywords

Bootstrap; Local periodogram; Local spectral density; Non parametric estimation; Semiparametric models

Indexed keywords

EID: 70350492994     PISSN: 03036898     EISSN: 14679469     Source Type: Journal    
DOI: 10.1111/j.1467-9469.2009.00652.x     Document Type: Article

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