A new bootstrap assisted test for checking second order stationarity
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference42 articles.
1. The block–block bootstrap: improved asymptotic refinements;Andrews;Econometrica,2004
2. A spectral domain test for stationarity of spatio-temporal data;Bandyopadhyay;Journal of Time Series Analysis,2017
3. A test for stationarity for irregularly spaced spatial data;Bandyopadhyay;Journal of the Royal Statistical Society, Series B,2017
4. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986
5. Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series;Bücher;Journal of Time Series Analysis,2019
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