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FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY
McElroy, Tucker; Politis, Dimitris N. - In: Econometric theory 28 (2011) 2, pp. 471-482
Persistent link: https://www.econbiz.de/10009847396
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Robust inference for the mean in the presence of serial correlation and heavy-tailed distributions
McElroy, Tucker; Politis, Dimitris N. - In: Econometric theory 18 (2002) 5, pp. 1019-1039
Persistent link: https://www.econbiz.de/10001702322
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Fixed-b asymptotics for the studentized mean from time series with short, long, or negative memory
McElroy, Tucker; Politis, Dimitris N. - In: Econometric theory 28 (2012) 2, pp. 471-481
Persistent link: https://www.econbiz.de/10009520933
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Matrix formulars for nonstationary ARIMA signal extraction
McElroy, Tucker - In: Econometric theory 24 (2008) 4, pp. 988-1009
Persistent link: https://www.econbiz.de/10003736844
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Higher-order accurate, positive semidefinite estimation of large-sample covariance and spectral density matrices
Politis, Dimitris N. - In: Econometric theory 27 (2011) 4, pp. 703-744
Persistent link: https://www.econbiz.de/10009311779
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MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION
Mcelroy, Tucker - In: Econometric theory 24 (2008) 4, pp. 988-1009
Persistent link: https://www.econbiz.de/10008069003
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A Markovian local resampling scheme for nonparametric estimators in time series analysis
Paparoditis, Efstathios; Politis, Dimitris N. - In: Econometric theory 17 (2001) 3, pp. 540-566
Persistent link: https://www.econbiz.de/10001589016
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A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS
Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert - In: Econometric theory 29 (2013) 3, pp. 567-589
Persistent link: https://www.econbiz.de/10010120926
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ARTICLES - A Markovian Local Resampling Scheme for Nonparametric Estimators in Time Series Analysis
Paparoditis, Efstathios; Politis, Dimitris N. - In: Econometric theory 17 (2001) 3, pp. 540-566
Persistent link: https://www.econbiz.de/10006978679
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HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
Politis, Dimitris N. - In: Econometric theory 27 (2011) 4, pp. 703-745
Persistent link: https://www.econbiz.de/10009177573