A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes
Work
Year: 2011
Type: article
Source: Journal of Time Series Analysis
Author Carsten Jentsch
Institution University of Mannheim
Cites: 39
Cited by: 15
Related to: 10
FWCI: 0.293
Citation percentile (by year/subfield): 82.7
Subfield: Finance
Domain: Social Sciences
Open Access status: closed