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

25 November 2009

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 E. Paparoditis 89 59 0 13 Jan 2010
Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes R. Dahlhaus W. Polonik 137 87 0 01 Aug 2007