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

81 Citations (Scopus)

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Finished
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