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Inference for Local Autocorrelations in Locally Stationary Models
Zhibiao Zhao
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Article
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peer-review
6
Scopus citations
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Dive into the research topics of 'Inference for Local Autocorrelations in Locally Stationary Models'. Together they form a unique fingerprint.
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Keyphrases
Local Autocorrelation
100%
Locally Stationary Models
100%
Autocorrelation Process
33%
Locally Stationary
16%
Stationary Gaussian Process
16%
Efficient Market Hypothesis
16%
Time-varying Correlation
16%
Computer Science
Simulation Study
100%
Efficient Market
100%
Testing Problem
100%