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QUANTILE PERIODOGRAM AND TIME‐DEPENDENT VARIANCE - MaRDI portal

QUANTILE PERIODOGRAM AND TIME‐DEPENDENT VARIANCE (Q5176760)

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scientific article; zbMATH DE number 6411011
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English
QUANTILE PERIODOGRAM AND TIME‐DEPENDENT VARIANCE
scientific article; zbMATH DE number 6411011

    Statements

    title
    QUANTILE PERIODOGRAM AND TIME‐DEPENDENT VARIANCE (English)
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    author
    Ta-Hsin Li
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    publication date
    3 March 2015
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    zbMATH Keywords
    heteroscedasticity
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    non-stationary
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    periodogram
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    quantile regression
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    spectrum
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    trigonometric
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    Identifiers

    Mathematics Subject Classification ID
    62M15
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    62M10
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    62F12
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    62P05
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    zbMATH DE Number
    6411011
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    OpenAlex ID
    W1754585309
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    DOI
    10.1111/JTSA.12065
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