Cover Image

From nonstationarity to stationarity via $1/f$ noise: discrete Fourier transforms and sample mean asymptotics for testing

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Haye, Mohamedou Ould, Philippe, Anne
Format:	Preprint
Published:	2026
Subjects:	Statistics Theory Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A Frequency-Domain NonStationarity Test for dependent data
by: Haye, Mohamedou Ould, et al.
Published: (2025)

Asymptotics for irregularly observed long memory processes
by: Ould-Haye, Mohamedou, et al.
Published: (2024)

Tests for white noise via asymptotically independent U-statistics in high-dimensions
by: Xu, Yuanya
Published: (2026)

Non-asymptotic two-sample kernel testing with the spectrally truncated normalized MMD
by: Lacroix, Perrine, et al.
Published: (2026)

Uncertainty quantification of synchrosqueezing transform under complicated nonstationary noise
by: Wu, Hau-Tieng, et al.
Published: (2025)

A unified testing approach for log-symmetry using Fourier methods
by: Avhad, Ganesh Vishnu, et al.
Published: (2026)

Asymptotic theory for nonparametric testing of $k$-monotonicity in discrete distributions
by: Balabdaoui, Fadoua, et al.
Published: (2024)

Power of masking methods for adaptive testing in a multivariate normal means problem
by: Chakraborty, Abhinav, et al.
Published: (2026)

Robust mean change point testing in high-dimensional data with heavy tails
by: Li, Mengchu, et al.
Published: (2023)

Simultaneous hypothesis testing for comparing many functional means
by: Decker, Colin, et al.
Published: (2025)

A Kullback-Leibler divergence test for multivariate extremes: theory and practice
by: Engelke, Sebastian, et al.
Published: (2026)

A novel finite-sample testing procedure for composite null hypotheses via pointwise rejection
by: Park, Joonha, et al.
Published: (2026)

Instrumental variables: A non-asymptotic viewpoint
by: Xia, Eric, et al.
Published: (2024)

Fourier analysis of spatial point processes
by: Yang, Junho, et al.
Published: (2024)

Asymptotics of predictive distributions driven by sample means and variances
by: Garelli, Samuele, et al.
Published: (2024)

The empirical discrete copula process
by: Geenens, Gery, et al.
Published: (2025)

Anytime valid and asymptotically optimal inference driven by predictive recursion
by: Dixit, Vaidehi, et al.
Published: (2023)

Test for high-dimensional mean vectors via the weighted $L_2$-norm
by: Li, Jianghao, et al.
Published: (2024)

Residual permutation test for regression coefficient testing
by: Wen, Kaiyue, et al.
Published: (2022)

Data integration of non-probability and probability samples with predictive mean matching
by: Chlebicki, Piotr, et al.
Published: (2024)

Fatigue detection via sequential testing of biomechanical data using martingale statistic
by: Basu, Rupsa, et al.
Published: (2023)

On the asymptotic validity of confidence sets for linear functionals of solutions to integral equations
by: Smucler, Ezequiel, et al.
Published: (2025)

Increasing dimension asymptotics for two-way crossed mixed effect models
by: Lyu, Ziyang, et al.
Published: (2024)

Anytime-valid t-tests and confidence sequences for Gaussian means with unknown variance
by: Wang, Hongjian, et al.
Published: (2023)

An easily verifiable dispersion order for discrete distributions
by: Eberl, Andreas, et al.
Published: (2025)

An improved nonparametric test and sample size procedures for the randomized complete block designs
by: Jan, Show-Li, et al.
Published: (2025)

Doubly robust inference with censoring unbiased transformations
by: Sandqvist, Oliver Lunding
Published: (2024)

Splitting schemes and estimators for stochastic differential equations with Hölder multiplicative noise
by: Fang, Bowen, et al.
Published: (2026)

Generalized projection tests for function-valued parameters with applications to testing structural causal assumptions
by: Wang, Rui, et al.
Published: (2026)

A goodness-of-fit test for testing exponentiality based on normalized dynamic survival extropy
by: Kandpal, Gaurav, et al.
Published: (2024)

Local estimation of transition rates of jump processes through discretization
by: Bladt, Martin, et al.
Published: (2026)

Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
by: Chang, Jinyuan, et al.
Published: (2018)

Boosting multi-view association testing via devariation
by: Pan, Ruyi, et al.
Published: (2026)

Optimal inference for the mean of random functions
by: Kassi, Omar, et al.
Published: (2025)

On the optimality of coin-betting for mean estimation
by: Clerico, Eugenio
Published: (2024)

Transfer learning for piecewise-constant mean estimation: Optimality, $\ell_1$- and $\ell_0$-penalisation
by: Wang, Fan, et al.
Published: (2023)

Hypothesis testing with e-values
by: Ramdas, Aaditya, et al.
Published: (2024)

Increasing domain asymptotics for covariate-based nonparametric Bayesian intensity estimation with Gaussian and Besov-Laplace priors
by: Dolmeta, Patric, et al.
Published: (2026)

On MCMC mixing for predictive inference under unidentified transformation models
by: Zhong, Chong, et al.
Published: (2024)

Asymptotic and bootstrap tests for subspace dimension
by: Nordhausen, Klaus, et al.
Published: (2016)