Imperial College London

ProfessorGuyNason

Faculty of Natural SciencesDepartment of Mathematics

Chair in Statistics
 
 
 
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Contact

 

g.nason Website

 
 
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Location

 

530Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Nason:2013:10.1111/rssb.12015,
author = {Nason, G},
doi = {10.1111/rssb.12015},
journal = {JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY},
pages = {879--904},
title = {A test for second-order stationarity and approximate confidence intervals for localized autocovariances for locally stationary time series},
url = {http://dx.doi.org/10.1111/rssb.12015},
volume = {75},
year = {2013}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Nason,G
DO - 10.1111/rssb.12015
EP - 904
PY - 2013///
SN - 1369-7412
SP - 879
TI - A test for second-order stationarity and approximate confidence intervals for localized autocovariances for locally stationary time series
T2 - JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
UR - http://dx.doi.org/10.1111/rssb.12015
UR - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000326244000004&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL - 75
ER -