Independent block identification in multivariate time series
From MaRDI portal
Publication:4997685
DOI10.1111/jtsa.12553zbMath1468.62340WikidataQ101496404 ScholiaQ101496404MaRDI QIDQ4997685
Mariela Sued, Florencia Leonardi, Daniela Rodriguez, Matías Lopez-Rosenfeld, Magno T. F. Severino
Publication date: 30 June 2021
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12553
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P12: Applications of statistics to environmental and related topics
60G10: Stationary stochastic processes
62M15: Inference from stochastic processes and spectral analysis