Measuring stationarity in long-memory processes (Q3465107): Difference between revisions

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Latest revision as of 15:57, 19 April 2024

scientific article
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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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