activity
20082023
most citedGeneralised Network Autoregressive Processes and the GNAR package

2 citations · 4 across the 4 of their papers we have counts for

collaborators
Showing 2016Show all

1 paper · 1 filter

stat.ME2016

Simulation Study Comparing Two Tests of Second-order Stationarity and Confidence Intervals for Localized Autocovariance

Guy Nason

This report compares two tests of second-order stationarity through simulation. It also provides several examples of localised autocovariances and their approximate confidence inte…