Tail Postcoloring in Long-Run Variance Estimation of Time Series

Journal of the American Statistical Association 2026 Open access

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Authors: Xu Liu, Kin Wai Chan

DOI: 10.1080/01621459.2026.2676715

Cited by: 1

References: 66

Fields of Study & Subjects

Financial Risk and Volatility Modeling Time Series Analysis and Forecasting Statistical Methods and Inference

References 66