"Identification of the differencing operator of a non-stationary time ..."

Tucker S. McElroy, Agnieszka Jach (2023)

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DOI: 10.1016/J.CSDA.2022.107580

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type: Journal Article

metadata version: 2023-08-28

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Tucker S. McElroy, Agnieszka Jach:
Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density. Comput. Stat. Data Anal. 177: 107580 (2023)

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