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03/14/2023
Automatic Locally Stationary Time Series Forecasting with application to predicting U.K. Gross Value Added Time Series under sudden shocks caused by the COVID pandemic
Accurate forecasting of the U.K. gross value added (GVA) is fundamental ...
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05/19/2020
Multiscale modelling of replicated nonstationary time series
Within the neurosciences, to observe variability across time in the dyna...
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04/27/2020
The Local Partial Autocorrelation Function and Some Applications
The classical regular and partial autocorrelation functions are powerful...
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09/05/2019