Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach (Q2233573)
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scientific article
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| English | Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach |
scientific article |
Statements
Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach (English)
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11 October 2021
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change points
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Gaussian approximation
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local stationarity
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simultaneous confidence bands
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0.7790328860282898
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0.7787491083145142
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0.7736512422561646
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0.770927369594574
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0.769601047039032
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