Fryzlewicz, P.; Rao, S. Subba - In: Journal of the Royal Statistical Society Series B 76 (2014) 5, pp. 903-924
type="main" xml:id="rssb12054-abs-0001" <title type="main">Summary</title> <p>The emergence of the recent financial crisis, during which markets frequently underwent changes in their statistical structure over a short period of time, illustrates the importance of non-stationary modelling in financial time series. Motivated...</p>
