A wavelet-based test for stationarity

Journal of Time Series Analysis

Volumn 21, Issue 5, 2000, Pages 597-613

  Von Sachs, Rainer ^a   Neumann, Michael H ^b  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Locally stationary processes; Stationarity; Test; Time series; Wavelets

Indexed keywords

EID: 0001479617     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00200     Document Type: Article

References (14)

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