Browsing by Author "Sergides, M."
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Article
Bootstrapping the local periodogram of locally stationary processes
Sergides, M.; Paparoditis Efstathios, E. (2008)Locally stationary processes are non-stationary stochastic processes the second-order structure of which varies smoothly over time. In this paper, we develop a method to bootstrap the local periodogram of a locally stationary ...
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Article
Erratum: Bootstrapping the local periodogram of locally stationary processes (Journal of Time Series Analysis (March 2008) 29:2 (264-299))
Sergides, M.; Paparoditis Efstathios, E. (2009)
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Article
Frequency domain tests of semiparametric hypotheses for locally stationary processes
Sergides, M.; Paparoditis Efstathios, E. (2009)Many time series in applied sciences obey a time-varying spectral structure. In this article, we focus on locally stationary processes and develop tests of the hypothesis that the time-varying spectral density has a ...