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Simultaneous Statistical Inference for Second Order Parameters of Time
  Series under Weak Conditions
v1v2 (latest)

Simultaneous Statistical Inference for Second Order Parameters of Time Series under Weak Conditions

26 October 2021
Yunyi Zhang
E. Paparoditis
D. Politis
ArXiv (abs)PDFHTML

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
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
Statistical inference of high-dimensional vector autoregressive time series with non-i.i.d. innovations
Yunyi Zhang
52
1
0
11 Oct 2023
1