A Measure of Stationarity in Locally Stationary Processes With Applications to Testing (Q3111202)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Measure of Stationarity in Locally Stationary Processes With Applications to Testing |
scientific article |
Statements
A Measure of Stationarity in Locally Stationary Processes With Applications to Testing (English)
0 references
18 January 2012
0 references
goodness-of-fit tests
0 references
integrated periodogram
0 references
\(L^2\)-distance
0 references
nonstationary processes
0 references
spectral density
0 references