A Wavelet-Based Test for Stationarity
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Publication:2742782
DOI10.1111/1467-9892.00200zbMath0972.62085OpenAlexW2150437866MaRDI QIDQ2742782
Michael H. Neumann, Rainer von Sachs
Publication date: 23 September 2001
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:hbz:386-kluedo-5877
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)
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