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

Fuente: arXiv

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Bibliographic Details
Main Authors:	Characiejus, Vaidotas, Kokoszka, Piotr, Meng, Xiangdong
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory 62M10, 62M15
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2404.02643