Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density (Q1852901)
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scientific article; zbMATH DE number 1856215
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| English | Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density |
scientific article; zbMATH DE number 1856215 |
Statements
Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density (English)
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21 January 2003
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Evolutionary spectral density
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Stationarity
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White noise
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Size-power curves
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P-value discrepancy plots
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0.8325512409210205
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0.7886728048324585
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0.7800806164741516
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0.7800413370132446
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