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)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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 |
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)
0 references
21 January 2003
0 references
Evolutionary spectral density
0 references
Stationarity
0 references
White noise
0 references
Size-power curves
0 references
P-value discrepancy plots
0 references
