Hira Koul

Michigan State University

SCHOLARLY PAPERS

3

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65

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Asymptotic Normality for Weighted Sums of Linear Processes

Number of pages: 24 Posted: 15 Jan 2012
Imperial College Business School, Imperial College Business School, University of York - Department of Mathematics and Economics and Michigan State University
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2.

Asymptotic Distributions of Some Scale Estimators in Nonlinear Models with Long Memory Errors Having Infinite Variance

Journal of Time Series Analysis, Vol. 39, Issue 3, pp. 273-298, 2018
Number of pages: 26 Posted: 16 Apr 2018
Hira Koul and Donatas Surgailis
Michigan State University and Institute of Mathematics and Informatics, Lithuania
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Median, absolute residuals, pairwise absolute differences

3.

Studentizing Weighted Sums of Linear Processes

Journal of Time Series Analysis, Vol. 35, Issue 2, pp. 151-172, 2014
Number of pages: 22 Posted: 07 Feb 2014
London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD), Queen Mary and Michigan State University
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Linear process, short memory, long memory, weighted sum