Change-Point Analysis of Time Series with Evolutionary Spectra

Fuente: arXiv

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Bibliographic Details
Main Authors:	Casini, Alessandro, Perron, Pierre
Format:	Preprint
Published:	2021
Subjects:	Statistics Theory Econometrics AMS 2020 Classification: 62G05, 62G10, 62M15
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2106.02031