Validating stationarity assumptions in time series analysis by rolling local periodograms

Paparoditis, Efstathios . Journal of the American Statistical Association 2010. 105 (490) :839-851

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Bibtex

@article{CIS-253211,
  Author = {Paparoditis, Efstathios},
  Title = {Validating stationarity assumptions in time series analysis by rolling local periodograms},
  Journal = {Journal of the American Statistical Association},
  Volume = {105},
  Number = {490},
  Year = {2010},
  Pages = {839--851},
  Keywords = {Weak convergence, Kernel estimation, Bootstrap, locally stationary processes}
}

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