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A Time-Symmetric Self-Normalization Approach for Inference of Time Series
Lavitas, Liliya; Zhang, Ting - In: Journal of Time Series Analysis 39 (2018) 5, pp. 748-762
Persistent link: https://www.econbiz.de/10012094934
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A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter
Taqqu, Murad S.; Zhang, Ting - In: Journal of Time Series Analysis 40 (2019) 4, pp. 411-424
Persistent link: https://www.econbiz.de/10012094968
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Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series
Zhang, Ting; Lavitas, Liliya; Pan, Qiao - In: Journal of Time Series Analysis 40 (2019) 5, pp. 831-851
Persistent link: https://www.econbiz.de/10012094996