Browsing by Author "McMurry, T."

Now showing items 1-2 of 2

    • Article  

      Baxter’s inequality for triangular arrays 

      Meyer, M.; McMurry, T.; Politis, Dimitris Nicolas (2015)
      A central problem in time series analysis is prediction of a future observation. The theory of optimal linear prediction has been well understood since the seminal work of A. Kolmogorov and N. Wiener during World War II. ...
    • Article  

      Testing Time Series Linearity. Traditional and Bootstrap Methods 

      Berg, A.; McMurry, T.; Politis, Dimitris Nicolas (2012)
      We review the notion of time series linearity and describe recent advances in linearity and Gaussianity testing via data resampling methodologies. Many advances have been made since the first published tests of linearity ...