A test for second-order stationarity of a time series based on the discrete Fourier transform

Journal of Time Series Analysis

Volumn 32, Issue 1, 2011, Pages 68-91

  Dwivedi, Yogesh ^a   Subba Rao, Suhasini ^a  

^a TEXAS A AND M UNIVERSITY   (United States)

Author keywords

mixing; Discrete Fourier transform; Linear time series; Local stationarity; Portmanteau test; Primary 62M10; Secondary 62F10; Test for second order stationarity

Indexed keywords

EID: 78650069723     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2010.00685.x     Document Type: Article

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