A frequency domain test for detecting nonstationary time series
type: Item
instance of: scholarly article
title: A frequency domain test for detecting nonstationary time series
zbMATH Open document ID: 1506.62042
author: Nan-Jung Hsu
author: Yen Hung Chen
published in: Computational Statistics and Data Analysis
publication date: 2018-11-23T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
zbMATH DE Number: 6983953
zbMATH Keywords: fractionally exponential model
zbMATH Keywords: local polynomial estimation
zbMATH Keywords: local periodogram estimate
zbMATH Keywords: log-periodogram regression
describes a project that uses: longmemo
MaRDI profile type: Publication
full work available at URL: j.csda.2014.02.006
OpenAlex ID: W2048595221
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DOI: 10.1016/J.CSDA.2014.02.006
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description: scientific article; zbMATH DE number 6983953