Autocovariance Estimation in the Presence of Changepoints

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DOI10.1007/s42952-022-00173-5arXiv2102.10669MaRDI QIDQ6361208

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

Publication date: 21 February 2021

Mathematics Subject Classification ID

Statistics (62-XX)

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