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Lookup NU author(s): Professor Robert Sollis
This is the authors' accepted manuscript of an article that has been published in its final definitive form by Wiley-Blackwell, 2018.
For re-use rights please refer to the publisher's terms and conditions.
Author(s): Astill S, Harvey DI, Leybourne SJ, Sollis R, Taylor AMR
Publication type: Article
Publication status: Published
Journal: Journal of Time Series Analysis
Year: 2018
Volume: 39
Issue: 6
Pages: 863–891
Online publication date: 19/07/2018
Acceptance date: 30/05/2018
Date deposited: 18/06/2018
ISSN (print): 0143-9782
ISSN (electronic): 1467-9892
Publisher: Wiley-Blackwell
URL: https://doi.org/10.1111/jtsa.12409
DOI: 10.1111/jtsa.12409
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