scholarly journals Estimation and inference of time-varying auto-covariance under complex trend: A difference-based approach

2021 ◽  
Vol 15 (2) ◽  
Author(s):  
Yan Cui ◽  
Michael Levine ◽  
Zhou Zhou
Keyword(s):  
2016 ◽  
Author(s):  
Felix Schindler ◽  
Bertram Steininger ◽  
Tim Kroencke

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