A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series (2013)

First Author: Nason G
Attributed to:  Locally stationary Energy Time Series (LETS) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1111/rssb.12015

Publication URI: http://dx.doi.org/10.1111/rssb.12015

Type: Journal Article/Review

Parent Publication: Journal of the Royal Statistical Society Series B: Statistical Methodology

Issue: 5