Geodesic
Some results on the spectral analysis of nonstationary time series.
Portugaliae mathematica, Tome 53 (1996) no. 2, pp. 179-186.

Voir la notice de l'article provenant de la source European Digital Mathematics Library

Keywords: white noise, ARFIMA models, stationarity tests, random walk-type processes, ARIMA, periodogram analysis, nonstationary time series, spectral regression methods 
@article{PORMA_1996__53_2_47539,
     author = {Crato, Nuno},
     title = {Some results on the spectral analysis of nonstationary time series.},
     journal = {Portugaliae mathematica},
     pages = {179--186},
     publisher = {mathdoc},
     volume = {53},
     number = {2},
     year = {1996},
     zbl = {0851.62061},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/PORMA_1996__53_2_47539/}
}
TY  - JOUR
AU  - Crato, Nuno
TI  - Some results on the spectral analysis of nonstationary time series.
JO  - Portugaliae mathematica
PY  - 1996
SP  - 179
EP  - 186
VL  - 53
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/PORMA_1996__53_2_47539/
LA  - en
ID  - PORMA_1996__53_2_47539
ER  - 
%0 Journal Article
%A Crato, Nuno
%T Some results on the spectral analysis of nonstationary time series.
%J Portugaliae mathematica
%D 1996
%P 179-186
%V 53
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/PORMA_1996__53_2_47539/
%G en
%F PORMA_1996__53_2_47539
Crato, Nuno. Some results on the spectral analysis of nonstationary time series.. Portugaliae mathematica, Tome 53 (1996) no. 2, pp. 179-186. http://geodesic.mathdoc.fr/item/PORMA_1996__53_2_47539/