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- W2032180873 abstract "An extended least-squares method is described which allows us to model the location and scale of a process parametrically without specifying any parametric form for the distribution of the errors. The degree of the associated polynomials is chosen using a step-down method on a table of p -values. A pseudo-likelihood ratio test is given. The concepts of upper and lower return levels are extended to non-stationary series. The method is applied to annual means and extremes of Auckland temperatures. Evidence is found that the mean is changing non-linearly and the variance is also changing for all three series." @default.
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- W2032180873 date "2008-02-01" @default.
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- W2032180873 title "Modelling time series when mean and variability both change" @default.
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- W2032180873 doi "https://doi.org/10.1016/j.matcom.2007.01.039" @default.
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