Zhang, Shibin A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics. (English) Zbl 1477.62144 J. Stat. Plann. Inference 215, 109-126 (2021). MSC: 62H15 62M15 62M10 PDFBibTeX XMLCite \textit{S. Zhang}, J. Stat. Plann. Inference 215, 109--126 (2021; Zbl 1477.62144) Full Text: DOI
Vicuña, M. Ignacia; Palma, Wilfredo; Olea, Ricardo Minimum distance estimation of locally stationary moving average processes. (English) Zbl 1496.62146 Comput. Stat. Data Anal. 140, 1-20 (2019). MSC: 62M09 60G10 PDFBibTeX XMLCite \textit{M. I. Vicuña} et al., Comput. Stat. Data Anal. 140, 1--20 (2019; Zbl 1496.62146) Full Text: DOI