Frequency domain tests of semiparametric hypotheses for locally stationary process (Q3077773)
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scientific article; zbMATH DE number 5855876
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| English | Frequency domain tests of semiparametric hypotheses for locally stationary process |
scientific article; zbMATH DE number 5855876 |
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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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0.9088538289070128
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0.8593407869338989
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0.8581903576850891
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0.8532806038856506
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0.8407624959945679
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