A Measure of Stationarity in Locally Stationary Processes With Applications to Testing
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- Preuß, Philip & Hildebrandt, Thimo, 2013. "Comparing spectral densities of stationary time series with unequal sample sizes," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1174-1183.
- Efstathios Paparoditis & Philip Preuß, 2016. "On Local Power Properties of Frequency Domain-based Tests for Stationarity," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(3), pages 664-682, September.
- Jentsch, Carsten & Subba Rao, Suhasini, 2015. "A test for second order stationarity of a multivariate time series," Journal of Econometrics, Elsevier, vol. 185(1), pages 124-161.
- repec:eee:econom:v:202:y:2018:i:2:p:286-305 is not listed on IDEAS
- Philip Preuss & Mathias Vetter & Holger Dette, 2013. "Testing Semiparametric Hypotheses in Locally Stationary Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(3), pages 417-437, September.
- Ruprecht Puchstein & Philip Preuß, 2016. "Testing for Stationarity in Multivariate Locally Stationary Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(1), pages 3-29, January.
- repec:bla:jtsera:v:38:y:2017:i:2:p:326-351 is not listed on IDEAS
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