A frequency domain test for detecting nonstationary time series (Q1623488)
From MaRDI portal
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