A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series (2013)
Attributed to:
Locally Stationary Time Series and Multiscale Methods for Statistics (LuSTruM)
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