The local partial autocorrelation function and some applications (Q87410)

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English	The local partial autocorrelation function and some applications	scientific article

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Electronic Journal of Statistics

14

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1 January 2020

14 September 2020

The local partial autocorrelation function and some applications (English)

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full work available at URL

https://arxiv.org/abs/2004.12716

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https://projecteuclid.org/euclid.ejs/1599703300

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zbMATH Keywords

locally stationary time series

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integrated local wavelet periodogram

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wavelets

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practical estimation

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Haar cross-correlation wavelet

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describes a project that uses

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The local partial autocorrelation function and some applications

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The local partial autocorrelation function and some applications (Q87410)

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Mathematics(1 entry)