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Volumn , Issue , 2009, Pages 3005-3008

A nonparametric test for stationarity based on local fourier analysis

Author keywords

Adaptive STFT; Hypothesis testing; Nonparametric spectral estimation; Stationarity; Wold decomposition

Indexed keywords

ADAPTIVE STFT; HYPOTHESIS TESTING; NONPARAMETRIC SPECTRAL ESTIMATION; STATIONARITY; WOLD DECOMPOSITION;

EID: 70349203755     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.2009.4960256     Document Type: Conference Paper
Times cited : (21)

References (5)
  • 2
    • 70349213893 scopus 로고    scopus 로고
    • Statistics Group, University of Bristol, UK, Technical Report 08:08
    • A. Cardinali and G. P. Nason, "Stationarity and costationarity tests for stock index returns," Statistics Group, University of Bristol, UK, Technical Report 08:08, 2007.
    • (2007)
    • Cardinali, A.1    Nason, G.P.2
  • 4
    • 0020189541 scopus 로고
    • Spectrum estimation and harmonic analysis
    • D. J. Thomson, "Spectrum estimation and harmonic analysis," Proceedings of the IEEE, vol. 70, pp. 1055-1096, 1982.
    • (1982) Proceedings of the IEEE , vol.70 , pp. 1055-1096
    • Thomson, D.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.