Timothy L. McMurry

DePaul University

1 East Jackson Blvd.

Chicago, IL 60604

United States

SCHOLARLY PAPERS

2

DOWNLOADS

3

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (2)

1.

Banded and Tapered Estimates for Autocovariance Matrices and the Linear Process Bootstrap

Journal of Time Series Analysis, Vol. 31, Issue 6, pp. 471-482, November 2010
Number of pages: 12 Posted: 12 Oct 2010
Timothy L. McMurry and Dimitris N. Politis
DePaul University and University of California, San Diego (UCSD) - Department of Mathematics
Downloads 2 (861,220)

Abstract:

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2.

Estimating MA Parameters Through Factorization of the Autocovariance Matrix and an Ma‚ÄźSieve Bootstrap

Journal of Time Series Analysis, Vol. 39, Issue 3, pp. 433-446, 2018
Number of pages: 14 Posted: 16 Apr 2018
Timothy L. McMurry and Dimitris N. Politis
DePaul University and University of California, San Diego (UCSD) - Department of Mathematics
Downloads 1 (875,349)

Abstract:

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ARMA models, sieve bootstrap, Wold representation