Long memory and changepoint models: a spectral classification procedure
DOI10.1007/S11222-017-9731-0zbMATH Open1384.62293DBLPjournals/sac/NorwoodK18OpenAlexW2588239216WikidataQ93048013 ScholiaQ93048013MaRDI QIDQ1702010FDOQ1702010
Authors: Ben Norwood, Rebecca Killick 
Publication date: 27 February 2018
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-017-9731-0
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Applications of statistics to actuarial sciences and financial mathematics (62P05) Inference from stochastic processes and spectral analysis (62M15)
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Cited In (2)
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