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Local Partial Autocorrelation Function Estimation for Locally Stationary Wavelet Processes

Guy Nason, Matt Nunes, Marina Knight, Rebecca Killick

Last update: 12 May 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.0, 1.0.1

Cites work

• The local partial autocorrelation function and some applications

Cited In (1)

• forecastLSW

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