Testing for strict stationarity via the discrete fourier transform
Year of publication: |
2024
|
---|---|
Authors: | Fu, Zhonghao ; Gao, Shang ; Su, Liangjun ; Wang, Xia |
Subject: | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation |
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