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Moving Fourier Analysis for Locally Stationary Processes with the Bootstrap in View - MaRDI portal

Moving Fourier Analysis for Locally Stationary Processes with the Bootstrap in View (Q4596430)

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scientific article; zbMATH DE number 6814677
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Moving Fourier Analysis for Locally Stationary Processes with the Bootstrap in View
scientific article; zbMATH DE number 6814677

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    Moving Fourier Analysis for Locally Stationary Processes with the Bootstrap in View (English)
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    1 December 2017
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    locally stationary time series
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    Fourier analysis
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    frequency domain bootstrap
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    local spectral density estimation
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