• Media type: E-Article
  • Title: A measure of stationarity in locally stationary processes with applications to testing
  • Contributor: Dette, Holger [Author]; Preuß, Philip [Author]; Vetter, Mathias [Author]
  • imprint: 2011-01-01
  • Published in: American Statistical Association: Journal
  • Language: English
  • ISSN: 0162-1459
  • Keywords: Integrated periodogram ; Spectral density ; Nonstationary process ; Goodness-of-fit test ; L2-distance
  • Origination:
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