lpacf (Q87411)
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Local Partial Autocorrelation Function Estimation for Locally Stationary Wavelet Processes
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | lpacf |
Local Partial Autocorrelation Function Estimation for Locally Stationary Wavelet Processes |
Statements
Guy Nason
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Marina Knight
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Matt Nunes
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22 August 2025
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Provides the method for computing the local partial autocorrelation function for locally stationary wavelet time series from Killick, Knight, Nason, Eckley (2020) <doi:10.1214/20-EJS1748>.
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