Tests for comparing time‐invariant and time‐varying spectra based on the Anderson–Darling statistic (Q6089379)
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scientific article; zbMATH DE number 7778523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests for comparing time‐invariant and time‐varying spectra based on the Anderson–Darling statistic |
scientific article; zbMATH DE number 7778523 |
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Tests for comparing time‐invariant and time‐varying spectra based on the Anderson–Darling statistic (English)
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14 December 2023
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Anderson-Darling statistic
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goodness-of-fit tests
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locally stationary time series
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periodogram
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spectral density
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