Moving Fourier analysis for locally stationary processes with the bootstrap in view (Q4596430)
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scientific article; zbMATH DE number 6814677
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| English | Moving Fourier analysis for locally stationary processes with the bootstrap in view |
scientific article; zbMATH DE number 6814677 |
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Moving Fourier Analysis for Locally Stationary Processes with the Bootstrap in View (English)
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1 December 2017
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locally stationary time series
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Fourier analysis
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frequency domain bootstrap
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local spectral density estimation
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0.8340547680854797
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0.8316755294799805
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0.7815004587173462
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0.7688546776771545
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