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 journalArticle (Academic Journal)peer-review

76 Citations (Scopus)
Original languageEnglish
Pages (from-to)879–904
JournalJournal of the Royal Statistical Society: Series B
Issue number5
Early online date20 Mar 2013
Publication statusPublished - Nov 2013

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