Browsing by Subject "Local stationarity"
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Article
Local block bootstrap inference for trending time series
(2013)Resampling for stationary sequences has been well studied in the last couple of decades. In the paper at hand, we focus on nonstationary time series data where the nonstationarity is due to a slowly-changing deterministic ...
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Article
Local block bootstrap inference for trending time seriesAAA
(2013)Resampling for stationary sequences has been well studied in the last couple of decades. In the paper at hand, we focus on nonstationary time series data where the nonstationarity is due to a slowly-changing deterministic ...