A new frequency domain approach of testing for covariance...

A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes

Carsten Jentsch
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Volume:
33
Year:
2012
Language:
english
Pages:
16
DOI:
10.1111/j.1467-9892.2011.00750.x
File:
PDF, 1003 KB
english, 2012
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