| dc.contributor.author | Paparoditis Efstathios, E. | en |
| dc.contributor.author | Preuß, P. | en |
| dc.creator | Paparoditis Efstathios, E. | en |
| dc.creator | Preuß, P. | en |
| dc.date.accessioned | 2019-12-02T10:37:39Z | |
| dc.date.available | 2019-12-02T10:37:39Z | |
| dc.date.issued | 2014 | |
| dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/57463 | |
| dc.description.abstract | 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 test for linearity in the framework of locally stationary processes is discussed. © 2014 Elsevier B.V. | en |
| dc.source | Statistics and Probability Letters | en |
| dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84897724875&doi=10.1016%2fj.spl.2014.02.009&partnerID=40&md5=d1b4dc56988d3c40c0334b5bb545f2e4 | |
| dc.subject | Linearity test | en |
| dc.subject | Bispectrum | en |
| dc.subject | Locally stationary process | en |
| dc.subject | Non stationary processes | en |
| dc.title | Estimation of the bispectrum for locally stationary processes | en |
| dc.type | info:eu-repo/semantics/article | |
| dc.identifier.doi | 10.1016/j.spl.2014.02.009 | |
| dc.description.volume | 89 | |
| dc.description.issue | 1 | |
| dc.description.startingpage | 8 | |
| dc.description.endingpage | 16 | |
| dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
| dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
| dc.type.uhtype | Article | en |
| dc.description.notes | <p>Cited By :1</p> | en |
| dc.source.abbreviation | Stat.Probab.Lett. | en |
| dc.contributor.orcid | Paparoditis Efstathios, E. [0000-0003-1958-781X] | |
| dc.gnosis.orcid | 0000-0003-1958-781X | |
