A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (Q2930878)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6371611
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes |
scientific article; zbMATH DE number 6371611 |
Statements
A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (English)
0 references
20 November 2014
0 references
hypothesis testing
0 references
testing for stationarity
0 references
testing for periodic stationarity
0 references
periodic time series
0 references
multivariate time series
0 references
linear process
0 references
spectral density matrix
0 references
kernel spectral density estimates
0 references
hybrid bootstrap
0 references
0 references
0 references
0.8063671588897705
0 references
0.8052341341972351
0 references
0.8000421524047852
0 references
0.7843811511993408
0 references
