Subsampling for nonstationary time series with non-zero mean function - Archive ouverte HAL
Article Dans Une Revue Statistics and Probability Letters Année : 2017

Subsampling for nonstationary time series with non-zero mean function

Résumé

In this paper a subsampling approach for nonstationary time series with a non-zero mean function is proposed. It is applied for periodically and almost periodically processes. Two statistical tests are constructed. An example with real data is presented.
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Dates et versions

hal-01415632 , version 1 (13-12-2016)
hal-01415632 , version 2 (07-06-2017)
hal-01415632 , version 3 (15-06-2017)
hal-01415632 , version 4 (06-07-2017)

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Citer

Anna Dudek, Łukasz Lenart. Subsampling for nonstationary time series with non-zero mean function. Statistics and Probability Letters, 2017, 129, pp.252-259. ⟨10.1016/j.spl.2017.06.002⟩. ⟨hal-01415632v4⟩
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