A time-symmetric self-normalization approach for inference of time series

DOI10.1111/JTSA.12303MaRDI QIDQ4684338zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 28 September 2018

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/jtsa.12303

zbMATH Keywords

self-normalizationtime seriestime-symmetric inference

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(7)

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• A unified approach to self-normalized block sampling
• Constructing Normal Forms from Experimental Observations and Time Series Analysis
• A self-normalized semi-parametric test to detect changes in the long memory parameter
• Asymptotic behavior of optimal weighting in generalized self-normalization for time series
• Self-Normalization for Time Series: A Review of Recent Developments
• scientific article; zbMATH DE number 5224889 (Why is no real title available?)

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