The local partial autocorrelation function and some applications (2020)

First Author: Killick R
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/10.1214/20-ejs1748

Publication URI: http://dx.doi.org/10.1214/20-ejs1748

Type: Journal Article/Review

Parent Publication: Electronic Journal of Statistics

Issue: 2