Detecting changes in mean in the presence of time-varying autocovariance (2021)
Attributed to:
Novel wavelet models for nonstationary time series.
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1002/sta4.351
Publication URI: http://dx.doi.org/10.1002/sta4.351
Type: Journal Article/Review
Parent Publication: Stat
Issue: 1