A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN
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Publication:5384844
DOI10.1017/S0266466618000191zbMath1420.62383OpenAlexW2884738776MaRDI QIDQ5384844
Pedro C. L. Souza, Javier Hidalgo
Publication date: 26 June 2019
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466618000191
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Inference from stochastic processes and spectral analysis (62M15) Non-Markovian processes: hypothesis testing (62M07)
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