Change Point Analysis of Correlation in Non-stationary Time Series (Q5226601)
From MaRDI portal
scientific article; zbMATH DE number 7087965
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change Point Analysis of Correlation in Non-stationary Time Series |
scientific article; zbMATH DE number 7087965 |
Statements
Change Point Analysis of Correlation in Non-stationary Time Series (English)
0 references
1 August 2019
0 references
change point analysis
0 references
local linear estimation
0 references
piecewise locally stationary process
0 references
relevant change points
0 references
second order structure
0 references
