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Estimating MA Parameters through Factorization of the Autocovariance Matrix and an MA‐Sieve Bootstrap
McMurry, Timothy L.; Politis, Dimitris N. - In: Journal of Time Series Analysis 39 (2018) 3, pp. 433-446
Persistent link: https://www.econbiz.de/10012094928
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Higher‐Order Accurate Spectral Density Estimation of Functional Time Series
Zhu, Tingyi; Politis, Dimitris N. - In: Journal of Time Series Analysis 41 (2019) 1, pp. 3-20
Persistent link: https://www.econbiz.de/10012094997
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Preface to the Murray Rosenblatt memorial special issue of JTSA
Bradley, Richard C.; Davis, Richard A.; Politis, Dimitris N. - In: Journal of Time Series Analysis 42 (2021) 5-6, pp. 495-498
Persistent link: https://www.econbiz.de/10012636177
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Consistent autoregressive spectral estimates : Nonlinear time series and large autocovariance matrices
Wang, Jiang; Politis, Dimitris N. - In: Journal of Time Series Analysis 42 (2021) 5-6, pp. 580-596
Persistent link: https://www.econbiz.de/10012410074