Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes (Q3077773)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes |
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Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes (English)
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22 February 2011
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local spectral representation
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time-varying spectral density
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local periodogram
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asymptotic normality
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time-varying AR model
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