Autocovariance estimation in the presence of changepoints (Q2111950)
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scientific article; zbMATH DE number 7643153
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| English | Autocovariance estimation in the presence of changepoints |
scientific article; zbMATH DE number 7643153 |
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Autocovariance estimation in the presence of changepoints (English)
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17 January 2023
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autoregression
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differencing
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robustness
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rolling windows
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segmentation
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Yule-Walker estimates
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0.89769346
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0.8953101
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0.8926725
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0.8906106
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0.8882929
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