Some results on the spectral analysis of nonstationary time series

Detalhes bibliográficos
Autor(a) principal: Crato, Nuno
Data de Publicação: 1996
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.5/27687
Resumo: We present some results regarding the periodogram analysis of nonstationary time series, allowing for the extension of spectral regression methods to cases in which the degree of integration d of a process is not in the stationary range.
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spelling Some results on the spectral analysis of nonstationary time seriesARFIMA ModelsNonstationary Time SeriesPeriodogram AnalysisStationarity TestsWe present some results regarding the periodogram analysis of nonstationary time series, allowing for the extension of spectral regression methods to cases in which the degree of integration d of a process is not in the stationary range.European Mathematical SocietyRepositório da Universidade de LisboaCrato, Nuno2023-05-02T14:31:17Z19961996-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.5/27687engCrato, Nuno .(1996). “Some results on the spectral analysis of nonstationary time series”. Portugaliæ Mathematica , Vol. 53, No. 2: pp. 179-186. (Search PDF in 2023).1662-2758 (Online)info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-05-07T01:30:54Zoai:www.repository.utl.pt:10400.5/27687Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T17:50:57.146629Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Some results on the spectral analysis of nonstationary time series
title Some results on the spectral analysis of nonstationary time series
spellingShingle Some results on the spectral analysis of nonstationary time series
Crato, Nuno
ARFIMA Models
Nonstationary Time Series
Periodogram Analysis
Stationarity Tests
title_short Some results on the spectral analysis of nonstationary time series
title_full Some results on the spectral analysis of nonstationary time series
title_fullStr Some results on the spectral analysis of nonstationary time series
title_full_unstemmed Some results on the spectral analysis of nonstationary time series
title_sort Some results on the spectral analysis of nonstationary time series
author Crato, Nuno
author_facet Crato, Nuno
author_role author
dc.contributor.none.fl_str_mv Repositório da Universidade de Lisboa
dc.contributor.author.fl_str_mv Crato, Nuno
dc.subject.por.fl_str_mv ARFIMA Models
Nonstationary Time Series
Periodogram Analysis
Stationarity Tests
topic ARFIMA Models
Nonstationary Time Series
Periodogram Analysis
Stationarity Tests
description We present some results regarding the periodogram analysis of nonstationary time series, allowing for the extension of spectral regression methods to cases in which the degree of integration d of a process is not in the stationary range.
publishDate 1996
dc.date.none.fl_str_mv 1996
1996-01-01T00:00:00Z
2023-05-02T14:31:17Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.5/27687
url http://hdl.handle.net/10400.5/27687
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Crato, Nuno .(1996). “Some results on the spectral analysis of nonstationary time series”. Portugaliæ Mathematica , Vol. 53, No. 2: pp. 179-186. (Search PDF in 2023).
1662-2758 (Online)
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv European Mathematical Society
publisher.none.fl_str_mv European Mathematical Society
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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