Khismatullina, Marina; Vogt, Michael - In: Journal of the Royal Statistical Society: Series B … 82 (2019) 1, pp. 5-37
We develop new multiscale methods to test qualitative hypotheses about the function m in the non-parametric regression model Yt,T=m(t/T)+ɛt with time series errors ɛt. In time series applications, m represents a non-parametric time trend. Practitioners are often interested in whether the trend...