Identification of the Differencing Operator of a Nonstationary Time Series via Testing for Zeroes in the Spectral Density

Published in Computational Statistics and Data Analysis, 2023

Recommended citation: McElroy, T. and Jach, A. (2023) "Identification of the Differencing Operator of a Nonstationary Time Series via Testing for Zeroes in the Spectral Density." Computational Statistics and Data Analysis 177, 107580.
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