Change point analysis of correlation in non-stationary time series (Q5226601)
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scientific article; zbMATH DE number 7087965
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| 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)
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1 August 2019
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change point analysis
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local linear estimation
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piecewise locally stationary process
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relevant change points
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second order structure
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0.8350114822387695
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0.7800750136375427
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