A frequency domain test for detecting nonstationary time series (Q1623488): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A frequency domain test for detecting nonstationary time series |
scientific article |
Statements
A frequency domain test for detecting nonstationary time series (English)
0 references
23 November 2018
0 references
fractionally exponential model
0 references
local polynomial estimation
0 references
local periodogram estimate
0 references
log-periodogram regression
0 references
