Validating stationarity assumptions in time series analysis by rolling local periodograms

Journal of the American Statistical Association

Volumn 105, Issue 490, 2010, Pages 839-851

  Paparoditis, Efstathios ^a  

^a UNIVERSITY OF CYPRUS   (Cyprus)

Author keywords

Bootstrap; Kernel estimation; Locally stationary processes; Weak convergence

Indexed keywords

EID: 78649423525     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/jasa.2010.tm08243     Document Type: Article

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