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- W3150328914 abstract "We derive the limit of the expected periodogram in the unit-root case under general conditions. This function is seen to be time-independent, thus sharing a fundamentalproperty with the stationary case equivalent. We discuss the consequences of this result to the frequency domain interpretation of filtered integrated time series." @default.
- W3150328914 created "2021-04-13" @default.
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- W3150328914 date "2007-09-21" @default.
- W3150328914 modified "2023-09-23" @default.
- W3150328914 title "Exact Limit of the Expected Periodogram in the Unit-Root Case" @default.
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