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Results for local stationarity

Publications & Outputs

  1. A nonparametric approach to detecting changes in variance in locally stationary time series

    Chapman, J-L., Eckley, I. & Killick, R., 9/06/2019, In : Environmetrics. 12 p., e2576.

    Research output: Contribution to journalJournal article

  2. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness

    Barigozzi, M., Hallin, M. & Soccorsi, S., 02/2019, Lancaster: The Department of Economics, (Economics Working Papers Series).

    Research output: Working paper