Distribution theory for the studentized mean for long, short, and negative memory time series
Year of publication: |
2013
|
---|---|
Authors: | McElroy, Tucker ; Politis, Dimitris N. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 177.2013, 1, p. 60-74
|
Publisher: |
Elsevier |
Subject: | Kernel | Lag-windows | Overdifferencing | Spectral estimation | Subsampling | Tapers | Unit-root problem |
-
Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series
McElroy, Tucker S., (2012)
-
Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series
McElroy, Tucker S, (2011)
-
Distribution theory for the studentized mean for long, short, and negative memory time series
McElroy, Tucker, (2013)
- More ...
-
FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY
McElroy, Tucker, (2012)
-
Subsampling inference for the mean of heavy‐tailed long‐memory time series
Jach, Agnieszka, (2012)
-
ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS
McElroy, Tucker, (2002)
- More ...