Some results on the spectral analysis of nonstationary time series.
Portugaliae mathematica, Tome 53 (1996) no. 2, pp. 179-186
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Keywords:
white noise, ARFIMA models, stationarity tests, random walk-type processes, ARIMA, periodogram analysis, nonstationary time series, spectral regression methods
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/
@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},
year = {1996},
volume = {53},
number = {2},
zbl = {0851.62061},
language = {en},
url = {http://geodesic.mathdoc.fr/item/PORMA_1996__53_2_47539/}
}