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A statistical method for detecting non-stationarity concerning frequency modulation in time series data.

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FMtest

A statistical method for detecting non-stationarity concerning frequency modulation in time series data.

Reference: Hauber, Adrian L., Christian Sigloch, and Jens Timmer. "Detecting frequency modulation in stochastic time series data." arXiv preprint arXiv:2111.14561 (2021).

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A statistical method for detecting non-stationarity concerning frequency modulation in time series data.

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