Measuring stationarity in long-memory processes (Q3465107): Difference between revisions
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| Property / author: Philip Preuss / rank | |||
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| Property / author: Dette, Holger / rank | |||
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Latest revision as of 16:57, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring stationarity in long-memory processes |
scientific article |
Statements
Measuring stationarity in long-memory processes (English)
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28 January 2016
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bootstrap
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empirical spectral measure
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goodness-of-fit tests
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integrated periodogram
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locally stationary process
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long-memory
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non-stationary processes
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spectral density
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