Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes
Version of Record online: 17 SEP 2012
© 2012 Wiley Publishing Ltd
Journal of Time Series Analysis
Volume 34, Issue 2, pages 141–155, March 2013
How to Cite
Khan, M. A. R. and Poskitt, D. S. (2013), Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes. Journal of Time Series Analysis, 34: 141–155. doi: 10.1111/j.1467-9892.2012.00820.x
- Issue online: 21 FEB 2013
- Version of Record online: 17 SEP 2012
- First version received June 2011
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