Browsing by Author "Preuß, P."

Now showing items 1-2 of 2

    • Article  

      Estimation of the bispectrum for locally stationary processes 

      Paparoditis Efstathios, E.; Preuß, P. (2014)
      We consider the problem of estimating the bispectrum of a locally stationary process. A nonparametric, lag-window type estimator is considered and its asymptotic properties are investigated. As a possible application, a ...
    • Article  

      On Local Power Properties of Frequency Domain-based Tests for Stationarity 

      Paparoditis Efstathios, E.; Preuß, P. (2016)
      A framework for the asymptotic analysis of local power properties of tests of stationarity in time series analysis is developed. Appropriate sequences of locally stationary processes are defined that converge at a controlled ...