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A test for second order stationarity of a time series based on the Discrete Fourier Transform (Technical Report)

A test for second order stationarity of a time series based on the Discrete Fourier Transform (Technical Report)

Yogesh K. Dwivedi
S. Subba Rao
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Papers citing "A test for second order stationarity of a time series based on the Discrete Fourier Transform (Technical Report)"

2 / 2 papers shown
Title
Testing temporal constancy of the spectral structure of a time series
Testing temporal constancy of the spectral structure of a time series
E. Paparoditis
84
59
0
13 Jan 2010
Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes
Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes
R. Dahlhaus
W. Polonik
137
87
0
01 Aug 2007