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SLEX analysis of multivariate non-stationary time series

Bibliographic reference Ombao, Hernando ; von Sachs, Rainer ; Guo, Wensheng. SLEX analysis of multivariate non-stationary time series. In: Journal of the American Statistical Association, Vol. 100, no. 470, p. 519-531 (2005)
Permanent URL http://hdl.handle.net/2078.1/90931