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

Guy P Nason

doi:10.1111/rssb.12015

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

88 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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10.1111/rssb.12015

http://onlinelibrary.wiley.com/doi/10.1111/rssb.12015/abstract

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LuSTruM: Locally Stationary Time Series and Multiscale Methods for Statistics
Nason, G. P. (Principal Investigator)
1/04/13 → 31/03/18
Project: Research
Locally stationary Energy Time Series (LETS)
Nason, G. P. (Principal Investigator)
8/08/11 → 8/08/15
Project: Research

Cite this

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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",

month = nov,

doi = "10.1111/rssb.12015",

language = "English",

volume = "75",

pages = "879–904",

journal = "Journal of the Royal Statistical Society: Series B",

issn = "1369-7412",

publisher = "John Wiley and Sons Inc",

number = "5",

}

TY - JOUR

T1 - A test for second-order stationarity and approximate confidence intervals for localized autocovariances for locally stationary time series

AU - Nason, Guy P

PY - 2013/11

Y1 - 2013/11

U2 - 10.1111/rssb.12015

DO - 10.1111/rssb.12015

M3 - Article (Academic Journal)

SN - 1369-7412

VL - 75

SP - 879

EP - 904

JO - Journal of the Royal Statistical Society: Series B

JF - Journal of the Royal Statistical Society: Series B

IS - 5

ER -

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

Access to Document

Handle.net

Projects

LuSTruM: Locally Stationary Time Series and Multiscale Methods for Statistics

Locally stationary Energy Time Series (LETS)

Cite this