Integrated processes and the discrete cosine transform

DOI10.1239/JAP/1085496595MaRDI QIDQ3147831zbMATH OpenOpenAlexFDO

Authors Robert Davies

Publication date 10 April 2003

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/a7a5d1fbe72dd37896f9d7aeef6ab8944ca455e7

zbMATH Keywords

beta-optimal testBrownian motionDCT-IIdiscrete cosine transformintegrated processesrandom walksspectrumtime-seriesunit roots

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Economic time series analysis (91B84)

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