A frequency domain test for detecting nonstationary time series (Q1623488)
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scientific article; zbMATH DE number 6983953
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A frequency domain test for detecting nonstationary time series |
scientific article; zbMATH DE number 6983953 |
Statements
A frequency domain test for detecting nonstationary time series (English)
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23 November 2018
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fractionally exponential model
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local polynomial estimation
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local periodogram estimate
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log-periodogram regression
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0.94405824
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0.9218576
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0.91550463
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0.89563537
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0.89469373
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