A test for second order stationarity of a multivariate time series (Q2343767)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for second order stationarity of a multivariate time series |
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A test for second order stationarity of a multivariate time series (English)
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6 May 2015
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discrete Fourier transform
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local stationarity
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nonlinear time series
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stationary bootstrap
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testing for stationarity
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