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Volumn 3, Issue , 2006, Pages

Testing for stationarity in the frequency domain using a sphericity statistic

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL MODELS; STATISTICAL METHODS; TIME SERIES ANALYSIS;

EID: 33947668826     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (12)

References (13)
  • 6
    • 34247480179 scopus 로고
    • Testing the null hypothesis of stationarity against the alternative of a unit root
    • D. Kwiatkowski, P. C. B. Phillips, P. Schmidt, and Y. Shin, "Testing the null hypothesis of stationarity against the alternative of a unit root," Journal of Econometrics, vol. 54, no. 1,pp. 159-178, 1992.
    • (1992) Journal of Econometrics , vol.54 , Issue.1 , pp. 159-178
    • Kwiatkowski, D.1    Phillips, P.C.B.2    Schmidt, P.3    Shin, Y.4
  • 9
    • 0037354095 scopus 로고    scopus 로고
    • Testing proportionality for autoregressive processes
    • March
    • K. Drouiche, "Testing proportionality for autoregressive processes," IEEE Transactions on Information Theory, vol. 49, no. 3, pp. 672-681, March 2003.
    • (2003) IEEE Transactions on Information Theory , vol.49 , Issue.3 , pp. 672-681
    • Drouiche, K.1
  • 11
    • 0031574563 scopus 로고    scopus 로고
    • A measure of information and its applications to test for randomness against arma alternatives and to goodness-of-fit test
    • A. Mokkadem, "A measure of information and its applications to test for randomness against arma alternatives and to goodness-of-fit test," Stochastic Processes and their Applications, vol. 72, no. 2, pp. 145-159, 1997.
    • (1997) Stochastic Processes and their Applications , vol.72 , Issue.2 , pp. 145-159
    • Mokkadem, A.1
  • 13
    • 0004245694 scopus 로고
    • M. Abramowitz and I. A. Stegun, Eds, Dover
    • M. Abramowitz and I. A. Stegun, Eds., Handbook of Mathematical Functions, Dover, 1965.
    • (1965) Handbook of Mathematical Functions


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.