Testing for stationarity in multivariate locally stationary processes (Q3466883)
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scientific article; zbMATH DE number 6535209
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing for stationarity in multivariate locally stationary processes |
scientific article; zbMATH DE number 6535209 |
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Testing for Stationarity in Multivariate Locally Stationary Processes (English)
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25 January 2016
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empirical spectral measure
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goodness-of-fit test
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integrated periodogram
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locally stationary processes
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spectral density
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0.8928677439689636
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0.8278985023498535
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0.8175391554832458
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0.8172219395637512
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0.8154593110084534
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