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The Local Partial Autocorrelation Function and Some Applications

The Local Partial Autocorrelation Function and Some Applications

Electronic Journal of Statistics (EJS), 2020
27 April 2020
Rebecca Killick
M. Knight
Guy Nason
I. Eckley
ArXiv (abs)PDFHTML

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

3 / 3 papers shown
Detecting relevant deviations from the white noise assumption for
  non-stationary time series
Detecting relevant deviations from the white noise assumption for non-stationary time seriesJournal of Time Series Analysis (JTSA), 2024
Patrick Bastian
211
1
0
11 Nov 2024
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 inferenceBiometrika (Biometrika), 2024
Xiucai Ding
Zhou Zhou
351
4
0
28 Jan 2024
Continuous Time Locally Stationary Wavelet Processes
Continuous Time Locally Stationary Wavelet Processes
Henry A. Palasciano
M. Knight
Guy Nason
420
1
0
19 Oct 2023
1
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