A test for second-order stationarity of a time series based on the discrete Fourier transform
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Publication:4979081
DOI10.1111/j.1467-9892.2010.00685.xzbMath1290.62059arXiv0911.4744OpenAlexW2100008374MaRDI QIDQ4979081
Suhasini Subba Rao, Yogesh K. Dwivedi
Publication date: 16 June 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0911.4744
discrete Fourier transformlinear time series\(\alpha\)-mixinglocal stationarityportmanteau testtest for second-order stationarity
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Non-Markovian processes: hypothesis testing (62M07)
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