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05/07/2023
Wasserstein distance bounds on the normal approximation of empirical autocovariances and cross-covariances under non-stationarity and stationarity
The autocovariance and cross-covariance functions naturally appear in ma...
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12/14/2021
The integrated copula spectrum
Frequency domain methods form a ubiquitous part of the statistical toolb...
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06/03/2019
A new approach for open-end sequential change point monitoring
We propose a new sequential monitoring scheme for changes in the paramet...
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04/04/2018