Validating stationarity assumptions in time series analysis by rolling local periodograms
Year of publication: |
2010
|
---|---|
Authors: | Paparoditis, Efstathios |
Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 105.2010, 490, p. 839-851
|
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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