Integrated processes and the discrete cosine transform
2001 ◽
Vol 38
(A)
◽
pp. 105-121
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Keyword(s):
A time-series consisting of white noise plus Brownian motion sampled at equal intervals of time is exactly orthogonalized by a discrete cosine transform (DCT-II). This paper explores the properties of a version of spectral analysis based on the discrete cosine transform and its use in distinguishing between a stationary time-series and an integrated (unit root) time-series.
2015 ◽
Vol 29
(2)
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pp. 382-404
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Keyword(s):
2017 ◽
Vol 79
(5)
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pp. 1619-1643
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Keyword(s):
1952 ◽
Vol 38
(6)
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pp. 519-521
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2019 ◽
Vol 133
◽
pp. 166-179
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Keyword(s):
1991 ◽
Vol 6
(1)
◽
pp. 67-76
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Keyword(s):
Keyword(s):