A test for second-order stationarity and approximate confidence intervals for localized autocovariances for locally stationary time series

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

Volumn 75, Issue 5, 2013, Pages 879-904

  Nason, Guy ^a  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

Author keywords

Confidence intervals; Local autocovariance; Locally stationary; Stationarity test

Indexed keywords

EID: 84885852189     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/rssb.12015     Document Type: Article

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