Discriminating between long-range dependence and non-stationarity (Q367214): Difference between revisions
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bootstrap | |||
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empirical spectral measure | |||
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goodness-of-fit test | |||
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integrated periodogram | |||
| Property / zbMATH Keywords: integrated periodogram / rank | |||
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locally stationary process | |||
| Property / zbMATH Keywords: locally stationary process / rank | |||
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long memory | |||
| Property / zbMATH Keywords: long memory / rank | |||
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non stationary process | |||
| Property / zbMATH Keywords: non stationary process / rank | |||
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spectral density | |||
| Property / zbMATH Keywords: spectral density / rank | |||
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Revision as of 12:56, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discriminating between long-range dependence and non-stationarity |
scientific article |
Statements
Discriminating between long-range dependence and non-stationarity (English)
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26 September 2013
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bootstrap
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empirical spectral measure
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goodness-of-fit test
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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 process
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spectral density
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