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Discrimination of Locally Stationary Time Series Based on the Excess Mass Functional

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  • Chandler, Gabriel
  • Polonik, Wolfgang

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  • Chandler, Gabriel & Polonik, Wolfgang, 2006. "Discrimination of Locally Stationary Time Series Based on the Excess Mass Functional," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 240-253, March.
    • Handle: RePEc:bes:jnlasa:v:101:y:2006:p:240-253
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    Citations

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    Cited by:

    1. Gabe Chandler & Wolfgang Polonik, 2017. "Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(1), pages 72-98, January.
    2. Ruprecht Puchstein & Philip Preuß, 2016. "Testing for Stationarity in Multivariate Locally Stationary Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(1), pages 3-29, January.
    3. Casado, David & López Pintado, Sara, 2008. "A functional data based method for time series classification," DES - Working Papers. Statistics and Econometrics. WS ws087427, Universidad Carlos III de Madrid. Departamento de Estadística.
    4. Fryzlewicz, Piotr & Ombao, Hernando, 2009. "Consistent classification of non-stationary time series using stochastic wavelet representations," LSE Research Online Documents on Economics 25162, London School of Economics and Political Science, LSE Library.
    5. Canepa, Alessandra, 2022. "Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202211, University of Turin.
    6. Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2017. "Time-varying persistence of inflation: evidence from a wavelet-based approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(4), pages 1-18, September.
    7. Chandler, Gabriel, 2010. "Order selection for heteroscedastic autoregression: A study on concentration," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1904-1910, December.
    8. Andrés Alonso & David Casado & Sara López-Pintado & Juan Romo, 2014. "Robust Functional Supervised Classification for Time Series," Journal of Classification, Springer;The Classification Society, vol. 31(3), pages 325-350, October.
    9. Canepa, Alessandra, 2024. "Inflation dynamics and persistence: The importance of the uncertainty channel," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
    10. Alessandra Canepa, & Menelaos G. Karanasos & Alexandros G. Paraskevopoulos,, 2019. "Second Order Time Dependent Inflation Persistence in the United States: a GARCH-in-Mean Model with Time Varying Coefficients," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201911, University of Turin.

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