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Modelling Time-Varying First and Second-Order Structure of Time Series via Wavelets and Differencing

Research output: Contribution to Journal/Magazine › Journal article › peer-review

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Modelling Time-Varying First and Second-Order Structure of Time Series via Wavelets and Differencing. / McGonigle, Euan; Killick, Rebecca; Nunes, Matthew.
In: Electronic Journal of Statistics, Vol. 16, No. 2, 2022.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

McGonigle, E, Killick, R & Nunes, M 2022, 'Modelling Time-Varying First and Second-Order Structure of Time Series via Wavelets and Differencing', Electronic Journal of Statistics, vol. 16, no. 2. https://doi.org/10.1214/22-EJS2044

APA

McGonigle, E., Killick, R., & Nunes, M. (2022). Modelling Time-Varying First and Second-Order Structure of Time Series via Wavelets and Differencing. Electronic Journal of Statistics, 16(2). https://doi.org/10.1214/22-EJS2044

Vancouver

McGonigle E, Killick R, Nunes M. Modelling Time-Varying First and Second-Order Structure of Time Series via Wavelets and Differencing. Electronic Journal of Statistics. 2022;16(2). doi: https://doi.org/10.1214/22-EJS2044

Author

McGonigle, Euan ; Killick, Rebecca ; Nunes, Matthew. / Modelling Time-Varying First and Second-Order Structure of Time Series via Wavelets and Differencing. In: Electronic Journal of Statistics. 2022 ; Vol. 16, No. 2.

Bibtex

@article{856cf6a3ea274cd39714250b7e465eca,
title = "Modelling Time-Varying First and Second-Order Structure of Time Series via Wavelets and Differencing",
author = "Euan McGonigle and Rebecca Killick and Matthew Nunes",
year = "2022",
doi = "https://doi.org/10.1214/22-EJS2044",
language = "English",
volume = "16",
journal = "Electronic Journal of Statistics",
issn = "1935-7524",
publisher = "Institute of Mathematical Statistics",
number = "2",

}

RIS

TY - JOUR

T1 - Modelling Time-Varying First and Second-Order Structure of Time Series via Wavelets and Differencing

AU - McGonigle, Euan

AU - Killick, Rebecca

AU - Nunes, Matthew

PY - 2022

Y1 - 2022

U2 - https://doi.org/10.1214/22-EJS2044

DO - https://doi.org/10.1214/22-EJS2044

M3 - Journal article

VL - 16

JO - Electronic Journal of Statistics

JF - Electronic Journal of Statistics

SN - 1935-7524

IS - 2

ER -