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The Local Partial Autocorrelation Function and Some Applications

The Local Partial Autocorrelation Function and Some Applications

27 April 2020
Rebecca Killick
M. Knight
Guy Nason
I. Eckley
ArXiv (abs)PDFHTML

Papers citing "The Local Partial Autocorrelation Function and Some Applications"

1 / 1 papers shown
Title
On the partial autocorrelation function for locally stationary time
  series: characterization, estimation and inference
On the partial autocorrelation function for locally stationary time series: characterization, estimation and inference
Xiucai Ding
Zhou Zhou
67
2
0
28 Jan 2024
1