Subsampling for nonstationary time series with non-zero mean function

Anna E. Dudek and Łukasz Lenart

Statistics & Probability Letters, 2017, vol. 129, issue C, 252-259

Abstract: 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.

Keywords: Almost periodically correlated; Autocovariance function; Fourier coefficients; Periodicity; Testing (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2017.06.002

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