most citedA test for second order stationarity of a time series based on the Discrete Fourier Transform (Technical Report)

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stat.ME2009★ 1 cited

A test for second order stationarity of a time series based on the Discrete Fourier Transform (Technical Report)

Yogesh Dwivedi, Suhasini Subba Rao

We consider a zero mean discrete time series, and define its discrete Fourier transform at the canonical frequencies. It is well known that the discrete Fourier transform is asympt…