Costationarity of Locally Stationary Time Series Using costat
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DOI: http://hdl.handle.net/10.18637/jss.v055.i01
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References listed on IDEAS
- Cardinali Alessandro & Nason Guy P, 2011. "Costationarity of Locally Stationary Time Series," Journal of Time Series Econometrics, De Gruyter, vol. 2(2), pages 1-35, January.
- Ahamada, Ibrahim, 2002. "Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density," Economics Letters, Elsevier, vol. 77(2), pages 177-186, October.
- Yogesh Dwivedi & Suhasini Subba Rao, 2011. "A test for second‐order stationarity of a time series based on the discrete Fourier transform," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(1), pages 68-91, January.
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- Rajae Azrak & Guy Mélard, 2022. "Autoregressive Models with Time-Dependent Coefficients—A Comparison between Several Approaches," Stats, MDPI, vol. 5(3), pages 1-21, August.
- Düker, Marie-Christine & Pipiras, Vladas & Sundararajan, Raanju, 2022. "Cotrending: Testing for common deterministic trends in varying means model," Journal of Multivariate Analysis, Elsevier, vol. 187(C).
- Mohammed E. El-Mahrouk & Yaser H. Dewir & Yaser M. Hafez & Antar El-Banna & Farahat S. Moghanm & Hassan El-Ramady & Qaisar Mahmood & Fathy Elbehiry & Eric C. Brevik, 2023. "Assessment of Bioaccumulation of Heavy Metals and Their Ecological Risk in Sea Lettuce ( Ulva spp.) along the Coast Alexandria, Egypt: Implications for Sustainable Management," Sustainability, MDPI, vol. 15(5), pages 1-22, March.
- Marjan Aziz & Sultan Ahmad Rizvi & Muhammad Sultan & Muhammad Sultan Ali Bazmi & Redmond R. Shamshiri & Sobhy M. Ibrahim & Muhammad A. Imran, 2022. "Simulating Cotton Growth and Productivity Using AquaCrop Model under Deficit Irrigation in a Semi-Arid Climate," Agriculture, MDPI, vol. 12(2), pages 1-18, February.
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