Comparison of non-stationary time series in the frequency domain
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Publication:1606106
DOI10.1016/S0167-9473(01)00100-1zbMath0990.62078OpenAlexW2079965122MaRDI QIDQ1606106
Publication date: 31 July 2002
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-9473(01)00100-1
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)
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