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A Measure of Stationarity in Locally Stationary Processes With Applications to Testing (Q3111202)

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A Measure of Stationarity in Locally Stationary Processes With Applications to Testing
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    A Measure of Stationarity in Locally Stationary Processes With Applications to Testing (English)
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    18 January 2012
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    goodness-of-fit tests
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    integrated periodogram
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    \(L^2\)-distance
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    nonstationary processes
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    spectral density
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