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

Guy P Nason

Research output: Contribution to journal › Article (Academic Journal) › peer-review

58 Citations (Scopus)

Original language	English
Pages (from-to)	879–904
Journal	Journal of the Royal Statistical Society: Series B
Volume	75
Issue number	5
Early online date	20 Mar 2013
DOIs	https://doi.org/10.1111/rssb.12015
Publication status	Published - Nov 2013

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

author = "Nason, {Guy P}",

year = "2013",

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AU - Nason, Guy P

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DO - 10.1111/rssb.12015

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JF - Journal of the Royal Statistical Society: Series B

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