Taeyoon Hwang
Biographic Data
| ID | 8920734 |
|---|---|
| NAME | Taeyoon Hwang |
| GIVEN NAMES | Taeyoon |
| FAMILY NAME | Hwang |
| SIGNATURE | HWANG T |
| AFFILIATIONS | Western Kentucky University |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2026 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
Robust Confidence Intervals for Autocorrelations of Stationary Time Series
This paper develops a simple and new approach for testing linear hypotheses about autocorrelations for time series with general stationary serial correlation structures. A practically important special case is the computation of robust confidence intervals for individual autocorrelations that do not require resampling methods. Inference is heteroskedasticity and autocorrelation robust (HAR) and allows innovations to be uncorrelated but not necess…
No prominent works on this page.
Robust Confidence Intervals for Autocorrelations of Stationary Time Series
This paper develops a simple and new approach for testing linear hypotheses about autocorrelations for time series with general stationary serial correlation structures. A practically important special case is the computation of robust confidence intervals for individual autocorrelations that do not require resampling methods. Inference is heteroskedasticity and autocorrelation robust (HAR) and allows innovations to be uncorrelated but not necess…
Advanced Statistical Methods and Models (1 works) · Autocorrelation (1 works) · Confidence interval (1 works) · Financial Risk and Volatility Modeling (1 works) · Statistical Methods and Inference (1 works) · Time series (1 works)