A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (Q2930878): Difference between revisions
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Revision as of 22:55, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes |
scientific article |
Statements
A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (English)
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20 November 2014
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hypothesis testing
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testing for stationarity
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testing for periodic stationarity
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periodic time series
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multivariate time series
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linear process
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spectral density matrix
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kernel spectral density estimates
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hybrid bootstrap
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