Browsing by Subject "Time-varying spectral density"

Now showing items 1-1 of 1

    • Article  

      Testing temporal constancy of the spectral structure of a time series 

      Paparoditis Efstathios, E. (2009)
      Statistical inference for stochastic processes with time-varying spectral characteristics has received considerable attention in recent decades. We develop a nonparametric test for stationarity against the alternative of ...