Thick pen transformation for time series

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 73, Issue 4, 2011, Pages 499-529

  Fryzlewicz, P ^a   Oh, H S ^b  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^b Seoul National University   (South Korea)

Author keywords

Multiscale; Non stationary time series; Testing for stationarity; Time series dependence measures; Time series visualization

Indexed keywords

EID: 79961029014     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2011.00773.x     Document Type: Article

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