Subsampling in testing autocovariance for periodically correlated time series (Q3552861): Difference between revisions

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+PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA
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+Functional limit theory for the spectral covariance estimator
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+Testing stationarity for stock market data
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+The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
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+Cyclostationarity: half a century of research
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+Q5613639
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+Nonparametric time series analysis for periodically correlated processes
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+Correlation theory of almost periodically correlated processes
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+Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes
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+Q4020344
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models
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+Q5445974
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+Testing for periodic autocorrelations in seasonal time series data
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