Cover Image

A Global Wavelet Based Bootstrapped Test of Covariance Stationarity

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Hill, Jonathan B., Li, Tianqi
Format:	Preprint
Published:	2022
Subjects:	Statistics Theory Methodology 62G10, 62M10, 62F40
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Bootstrap tests for almost goodness-of-fit
by: Baíllo, Amparo, et al.
Published: (2024)

Nonparametric Test for Volatility in Clustered Multiple Time Series
by: Barrios, Erniel B., et al.
Published: (2021)

Bootstrapping not under the null?
by: Derumigny, Alexis, et al.
Published: (2025)

A High Dimensional Wild Bootstrap Max-Test for Detecting the Presence of Significant Predictors
by: Hill, Jonathan B.
Published: (2026)

A Bootstrap Test for Independence of Time Series Based on the Distance Covariance
by: Betken, Annika, et al.
Published: (2021)

Inference for non-stationary time series quantile regression with inequality constraints
by: Sun, Yuan, et al.
Published: (2024)

Locally Differentially Private Two-Sample Testing
by: Kent, Alexander, et al.
Published: (2025)

A test for counting sequences of integer-valued autoregressive models
by: Goto, Yuichi, et al.
Published: (2023)

Topology-Driven Goodness-of-Fit Tests in Arbitrary Dimensions
by: Dłotko, Paweł, et al.
Published: (2022)

Sequential Outlier Detection in Non-Stationary Time Series
by: Heinrichs, Florian, et al.
Published: (2025)

Residual spectrum: Brain functional connectivity detection beyond coherence
by: Goto, Yuichi, et al.
Published: (2023)

Empirical study of periodic autoregressive models with additive noise -- estimation and testing
by: Żuławiński, Wojciech, et al.
Published: (2023)

Self-Normalization for CUSUM-based Change Detection in Locally Stationary Time Series
by: Heinrichs, Florian
Published: (2025)

Separation rates for the detection of synchronization of interacting point processes in a mean field frame. Application to neuroscience
by: Tchouanti, Josué, et al.
Published: (2024)

New Equivalence Tests for Hardy-Weinberg Equilibrium and Multiple Alleles
by: Ostrovski, Vladimir
Published: (2025)

Detecting relevant deviations from the white noise assumption for non-stationary time series
by: Bastian, Patrick
Published: (2024)

Identification-Robust Testing in Endogenous Functional Linear Regression with Weak or Irrelevant Auxiliary Variables
by: Seo, Won-Ki
Published: (2026)

Prediction intervals for quantile autoregression
by: Novo, Silvia, et al.
Published: (2025)

A Note on Local Linear Regression for Time Series in Banach Spaces
by: Heinrichs, Florian
Published: (2025)

Bayesian joint quantile autoregression
by: Castillo-Mateo, Jorge, et al.
Published: (2023)

A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
by: Pumi, Guilherme, et al.
Published: (2025)

Periodically Correlated Time Series and the Variable Bandpass Periodic Block Bootstrap
by: Valachovic, Edward
Published: (2024)

Multiscale detection of practically significant changes in a gradually varying time series
by: Bastian, Patrick, et al.
Published: (2025)

Mixed difference integer-valued GARCH model for $ \mathbb{Z}$-valued time series
by: Aknouche, Abdelhakim, et al.
Published: (2026)

Efficient Semiparametric Inference for Distributed Data with Blockwise Missingness
by: Huang, Jingyue, et al.
Published: (2025)

Subsample-Based Estimation under Dynamic Contamination
by: Yang, Yukai, et al.
Published: (2026)

Parametric generalized spectrum for heavy-tailed time series
by: Goto, Yuichi, et al.
Published: (2026)

Extreme-PLS with missing data under weak dependence
by: Girard, Stéphane, et al.
Published: (2025)

Pair-based estimators of infection and removal rates for stochastic epidemic models
by: Temple, Seth D., et al.
Published: (2026)

Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics
by: Bastian, Patrick, et al.
Published: (2022)

A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data
by: Pumi, Guilherme, et al.
Published: (2026)

Estimation of the Coefficient of Variation of Weibull Distribution under Type-I Progressively Interval Censoring: A Simulation-based Approach
by: Nongrum, Bankitdor M, et al.
Published: (2025)

Testing for unspecified periodicities in binary time series
by: Schmidtke, Finn, et al.
Published: (2024)

Unit-Weibull Autoregressive Moving Average Models
by: Pumi, Guilherme, et al.
Published: (2022)

On the Unit Teissier Distribution: Properties, Estimation Procedures and Applications
by: Akhter, Zuber, et al.
Published: (2026)

At the edge of Donsker's Theorem: Asymptotics of multiscale scan statistics
by: Köhne, Johann, et al.
Published: (2025)

Bivariate generalized autoregressive models for forecasting bivariate non-Gaussian times series
by: Ribeiro, Tatiane Fontana, et al.
Published: (2025)

Estimation and Hypothesis Testing of Derivatives in Smoothing Spline ANOVA Models
by: Liu, Ruiqi, et al.
Published: (2023)

Semiparametric Uncertainty Quantification via Isotonized Posterior for Deconvolutions
by: Gili, Francesco, et al.
Published: (2026)

Two-Sample Testing with Missing Data via Energy Distance: Weighting and Imputation Approaches
by: Aleksić, Danijel G., et al.
Published: (2025)