A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series

DOI10.1111/RSSB.12015MaRDI QIDQ90357FDO

Authors Guy Nason

Publication date 20 March 2013

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Cited in

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