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Estimation of the long-run variance of nonlinear time series with an
  application to change point analysis

Estimation of the long-run variance of nonlinear time series with an application to change point analysis

3 April 2024
V. Characiejus
P. Kokoszka
Xiangdong Meng
ArXiv (abs)PDFHTML

Papers citing "Estimation of the long-run variance of nonlinear time series with an application to change point analysis"

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