Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
Article first published online: 22 AUG 2010
© 2010 Blackwell Publishing Ltd
Journal of Time Series Analysis
Volume 31, Issue 6, pages 471–482, November 2010
How to Cite
McMurry, T. L. and Politis, D. N. (2010), Banded and tapered estimates for autocovariance matrices and the linear process bootstrap. Journal of Time Series Analysis, 31: 471–482. doi: 10.1111/j.1467-9892.2010.00679.x
- Issue published online: 8 OCT 2010
- Article first published online: 22 AUG 2010
- First version received 31 March 2010 Published online in Wiley Online Library: 22 August 2010
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!