A Self-Normalized Approach to Confidence Interval Construction in Time Series
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Publication:4632634
DOI10.1111/j.1467-9868.2009.00737.xzbMath1411.62263arXiv1005.2137OpenAlexW1924897329MaRDI QIDQ4632634
Publication date: 30 April 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1005.2137
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05)
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