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Autocovariance estimation in the presence of changepoints - MaRDI portal

Autocovariance estimation in the presence of changepoints

From MaRDI portal
Publication:2111950

DOI10.1007/s42952-022-00173-5OpenAlexW3131020727MaRDI QIDQ2111950

Xueheng Shi, Rebecca Killick, Robert B. Lund, Colin M. Gallagher

Publication date: 17 January 2023

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.10669




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