A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series
type: Item
instance of: scholarly article
title: A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series
zbMATH Open document ID: 1411.62259
published in: Journal of the Royal Statistical Society Series B: Statistical Methodology
publication date: 2019-04-30T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 62G15
zbMATH DE Number: 7049297
zbMATH Keywords: confidence intervals
zbMATH Keywords: local autocovariance
zbMATH Keywords: locally stationary
zbMATH Keywords: stationarity test
author: G. P. Nason
MaRDI profile type: Publication
full work available at URL: rssb.12015
OpenAlex ID: W1997029252
DOI: 10.1111/RSSB.12015
description: scientific article; zbMATH DE number 7049297