Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series

2015 ◽  
Vol 101 ◽  
pp. 54-63 ◽  
Author(s):  
J. Krampe ◽  
J.-P. Kreiss ◽  
E. Paparoditis
Keyword(s):  
Time Series ◽  
Stationary Time Series ◽  
Wild Bootstrap ◽  
Trend Estimation ◽  
Stationary Time ◽  
Locally Stationary Time Series

scholarly journals Quantile spectral analysis for locally stationary time series

2017 ◽  
Vol 79 (5) ◽  
pp. 1619-1643 ◽  
Author(s):  
Stefan Birr ◽  
Stanislav Volgushev ◽  
Tobias Kley ◽  
Holger Dette ◽  
Marc Hallin
Keyword(s):  
Time Series ◽  
Spectral Analysis ◽  
Stationary Time Series ◽  
Stationary Time ◽  
Locally Stationary Time Series
Sign in / Sign up

Export Citation Format

Share Document