通过检验谱密度零点识别非平稳时间序列的差分算子
Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density
Computational Statistics and Data Analysis · 2022
被引 2
ABS 3
- Tucker McElroy 通讯
- Agnieszka Jach
时间序列分析非参数统计谱分析计量经济学