Browsing by Subject "Local periodogram"
Now showing items 1-3 of 3
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Article
Bootstrapping the local periodogram of locally stationary processes
(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
Frequency domain tests of semiparametric hypotheses for locally stationary processes
(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 ...
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Article
Testing temporal constancy of the spectral structure of a time series
(2009)Statistical inference for stochastic processes with time-varying spectral characteristics has received considerable attention in recent decades. We develop a nonparametric test for stationarity against the alternative of ...