Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach (Q2233573)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach |
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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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