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• W2970425423 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. Asymptotic as well as Monte Carlo results are presented. The new methods are also employed in order to test for possible stationarity breaks in time-series data from the financial sector." @default.
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• W2970425423 date "2019-08-27" @default.
• W2970425423 modified "2023-09-27" @default.
• W2970425423 title "Fourier-type monitoring procedures for strict stationarity" @default.
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