A frequency domain test for detecting nonstationary time series (Q1623488): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.csda.2014.02.006 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2048595221 / rank | |||
Normal rank |
Revision as of 02:27, 20 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