A test for stationarity based on empirical processes

19 December 2013

Papers citing "A test for stationarity based on empirical processes"

6 / 6 papers shown

Title
A Global Wavelet Based Bootstrapped Test of Covariance Stationarity Jonathan B. Hill Tianqi Li 63 1 0 25 Oct 2022
Towards a general theory for non-linear locally stationary processes R. Dahlhaus S. Richter Wei Biao Wu 53 82 0 10 Apr 2017
Testing for stationarity in multivariate locally stationary processes R. Puchstein Philip Preuss 79 11 0 05 Dec 2013
Detecting gradual changes in locally stationary processes M. Vogt Holger Dette AI4TS 75 47 0 17 Oct 2013
Detection of multiple structural breaks in multivariate time series Philip Preuss R. Puchstein Holger Dette 81 111 0 05 Sep 2013
Measuring stationarity in long-memory processes Kemal Sen Philip Preuss Holger Dette 63 4 0 14 Mar 2013