Validating Stationarity Assumptions in Time Series Analysis by Rolling Local Periodograms
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Publication:5255313
DOI10.1198/jasa.2010.tm08243zbMath1392.62275OpenAlexW2033965108MaRDI QIDQ5255313
Publication date: 15 June 2015
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jasa.2010.tm08243
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)
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