A test for second-order stationarity of a time series based on the discrete Fourier transform (Q4979081)
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scientific article; zbMATH DE number 6304754
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| English | A test for second-order stationarity of a time series based on the discrete Fourier transform |
scientific article; zbMATH DE number 6304754 |
Statements
A test for second-order stationarity of a time series based on the discrete Fourier transform (English)
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16 June 2014
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\(\alpha\)-mixing
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discrete Fourier transform
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linear time series
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local stationarity
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portmanteau test
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test for second-order stationarity
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0.90501046
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0.8904968
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0.87550193
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0.87523466
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0.8709572
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0.85503113
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