Automatic Statistical Analysis of Bivariate Nonstationary Time Series
- 1 June 2001
- journal article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 96 (454), 543-560
- https://doi.org/10.1198/016214501753168244
Abstract
We propose a new method for analyzing bivariate nonstationary time series. The proposed method is a statistical procedure that automatically segments the time series into approximately stationary b...Keywords
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