Integrated processes and the discrete cosine transform

DOI10.1239/JAP/1085496595zbMath1008.62090OpenAlexW2158296060MaRDI QIDQ3147831

Robert Davies

Publication date: 10 April 2003

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a7a5d1fbe72dd37896f9d7aeef6ab8944ca455e7

zbMATH Keywords

random walksBrownian motionspectrumunit rootsdiscrete cosine transformtime-seriesintegrated processesbeta-optimal testDCT-II

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Economic time series analysis (91B84)

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