A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series

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Publication:90357

DOI10.1111/RSSB.12015MaRDI QIDQ90357

Guy Nason

Publication date: 20 March 2013

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)




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