Self-Normalization for Time Series: A Review of Recent Developments
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Publication:5367488
DOI10.1080/01621459.2015.1050493zbMath1373.62456OpenAlexW2214892024MaRDI QIDQ5367488
Publication date: 13 October 2017
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2015.1050493
time seriesresamplinglong memoryinferencedependenceself-normalizationlocally stationarystudentization
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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