Testing temporal constancy of the spectral structure of a time series

Bernoulli

Volumn 15, Issue 4, 2009, Pages 1190-1221

  Paparoditis, Efstathios ^a  

^a UNIVERSITY OF CYPRUS   (Cyprus)

Author keywords

Local periodogram; Non stationary processes; Testing; Time varying spectral density

Indexed keywords

EID: 77649221152     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/08-BEJ179     Document Type: Article

References (23)

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