A Scale‐space Approach for Detecting Non‐stationarities in Time Series
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Publication:3608255
DOI10.1111/j.1467-9469.2006.00556.xzbMath1164.62050OpenAlexW2084236193MaRDI QIDQ3608255
Sigrunn H. Sørbye, Fred Godtliebsen, Lena Ringstad Olsen
Publication date: 28 February 2009
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2006.00556.x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Estimation and detection in stochastic control theory (93E10) Approximations to statistical distributions (nonasymptotic) (62E17) Nonparametric inference (62G99) Graphical methods in statistics (62A09)
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