A test for second-order stationarity of a time series based on the discrete Fourier transform (Q4979081)
From MaRDI portal
scientific article; zbMATH DE number 6304754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for second-order stationarity of a time series based on the discrete Fourier transform |
scientific article; zbMATH DE number 6304754 |
Statements
A test for second-order stationarity of a time series based on the discrete Fourier transform (English)
0 references
16 June 2014
0 references
\(\alpha\)-mixing
0 references
discrete Fourier transform
0 references
linear time series
0 references
local stationarity
0 references
portmanteau test
0 references
test for second-order stationarity
0 references
0 references
