Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density

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Publication:2084060

DOI10.1016/j.csda.2022.107580OpenAlexW4288736829WikidataQ114191801 ScholiaQ114191801MaRDI QIDQ2084060

Agnieszka Jach, Tucker S. McElroy

Publication date: 17 October 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2022.107580






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