Discrimination of Locally Stationary Time Series Based on the Excess Mass Functional
Year of publication: |
2006
|
---|---|
Authors: | Chandler, Gabriel ; Polonik, Wolfgang |
Published in: |
Journal of the American Statistical Association. - American Statistical Association. - Vol. 101.2006, March, p. 240-253
|
Publisher: |
American Statistical Association |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Chandler, Gabriel, (2006)
-
Mode Identification of Volatility in Time-Varying Autoregression
Chandler, Gabriel, (2012)
-
Mode Identification of Volatility in Time-Varying Autoregression
Chandler, Gabriel, (2012)
- More ...