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Detecting changes in mean in the presence of time-varying autocovariance (2021)

First Author: McGonigle E

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