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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