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2110.14067
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Simultaneous Statistical Inference for Second Order Parameters of Time Series under Weak Conditions
26 October 2021
Yunyi Zhang
E. Paparoditis
D. Politis
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Papers citing
"Simultaneous Statistical Inference for Second Order Parameters of Time Series under Weak Conditions"
2 / 2 papers shown
Title
Gaussian Approximation for Lag-Window Estimators and the Construction of Confidence bands for the Spectral Density
Jens-Peter Kreiss
Anne Leucht
E. Paparoditis
63
0
0
17 Jul 2024
Statistical inference of high-dimensional vector autoregressive time series with non-i.i.d. innovations
Yunyi Zhang
52
1
0
11 Oct 2023
1