| dc.contributor.author | Lee, S. | |
| dc.contributor.author | Meintanis, S.G. | |
| dc.contributor.author | Pretorius, C. | |
| dc.date.accessioned | 2019-08-26T14:17:28Z | |
| dc.date.available | 2019-08-26T14:17:28Z | |
| dc.date.issued | 2018 | |
| dc.identifier.citation | Lee, S. et al. 2018. Fourier-type monitoring procedures for strict stationarity. (In Bertail, P., Blanke, D., Cornillon, P.-A. & Matzner-Løber, E., eds. Nonparametric statistics. Springer.) 3rd Conference of the ISNPS, Avignon, France, June 2016. Springer proceedings in mathematics & statistics, 250: 323-336. [https://doi.org/10.1007/978-3-319-96941-1_22] | en_US |
| dc.identifier.isbn | 978-3-319-96940-4 | |
| dc.identifier.issn | 978-3-319-96941-1 (Online) | |
| dc.identifier.uri | http://hdl.handle.net/10394/33262 | |
| dc.identifier.uri | https://link.springer.com/chapter/10.1007%2F978-3-319-96941-1_22 | |
| dc.identifier.uri | https://doi.org/10.1007/978-3-319-96941-1_22 | |
| dc.description.abstract | We consider model-free monitoring procedures for strict stationarity of a given time series. The new criteria are formulated as L2-type statistics incorporating the empirical characteristic function. Monte Carlo results as well as an application to financial data are presented | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Springer | en_US |
| dc.title | Fourier-type monitoring procedures for strict stationarity | en_US |
| dc.type | Book chapter | en_US |
| dc.contributor.researchID | 21262977 - Meintanis, Simos George | |
| dc.contributor.researchID | 20104480 - Pretorius, Charl | |
