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/}
}
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/