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Distribution theory for the studentized mean for long, short, and negative memory time series
McElroy, Tucker; Politis, Dimitris N. - In: Journal of econometrics 177 (2013) 1, pp. 60-76
Persistent link: https://www.econbiz.de/10010189878
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Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
McElroy, Tucker; Politis, Dimitris N. - In: Journal of econometrics 182 (2014) 1, pp. 211-225
Persistent link: https://www.econbiz.de/10010497087
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Dynamic linear models for time series components
Dagum, Estela Bee; Quenneville, Benoît - In: Journal of econometrics 55 (1993) 1-2, pp. 333-352
Persistent link: https://www.econbiz.de/10006805323