A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series
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Publication:4632680
DOI10.1111/RSSB.12015zbMath1411.62259OpenAlexW1997029252MaRDI QIDQ4632680
Publication date: 30 April 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/rssb.12015
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15) Stationary stochastic processes (60G10) Markov processes: estimation; hidden Markov models (62M05)
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