Some results on the spectral analysis of nonstationary time series.

Crato, Nuno. "Some results on the spectral analysis of nonstationary time series.." Portugaliae Mathematica 53.2 (1996): 179-186. <http://eudml.org/doc/47539>.

@article{Crato1996,
author = {Crato, Nuno},
journal = {Portugaliae Mathematica},
keywords = {white noise; ARFIMA models; stationarity tests; random walk-type processes; ARIMA; periodogram analysis; nonstationary time series; spectral regression methods},
language = {eng},
number = {2},
pages = {179-186},
publisher = {Sociedade Portuguesa de Matematica},
title = {Some results on the spectral analysis of nonstationary time series.},
url = {http://eudml.org/doc/47539},
volume = {53},
year = {1996},
}

TY - JOUR
AU - Crato, Nuno
TI - Some results on the spectral analysis of nonstationary time series.
JO - Portugaliae Mathematica
PY - 1996
PB - Sociedade Portuguesa de Matematica
VL - 53
IS - 2
SP - 179
EP - 186
LA - eng
KW - white noise; ARFIMA models; stationarity tests; random walk-type processes; ARIMA; periodogram analysis; nonstationary time series; spectral regression methods
UR - http://eudml.org/doc/47539
ER -