Discriminating between long-range dependence and non-stationarity (Q367214): Difference between revisions

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Latest revision as of 22:48, 6 July 2024

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Discriminating between long-range dependence and non-stationarity
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    Discriminating between long-range dependence and non-stationarity (English)
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    26 September 2013
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    bootstrap
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    empirical spectral measure
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    goodness-of-fit test
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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 process
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    spectral density
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