JASA May 26, 2026

Tail postcoloring in long-run variance estimation of time series

Authors
Xu Liu Kin Wai Chan
Research Topics
Machine Learning Time Series
View Full Paper
Paper Information
  • Journal:
    Journal of the American Statistical Association
  • DOI:
    10.1080/01621459.2026.2676715
  • Published:
    May 26, 2026
  • Added to Tracker:
    May 27, 2026
Author Details
Xu Liu
Author
Kin Wai Chan
Author
Research Topics & Keywords
Machine Learning
Research Area
Time Series
Research Area
Citation Information
APA Format
Xu Liu & Kin Wai Chan (2026) . Tail postcoloring in long-run variance estimation of time series. Journal of the American Statistical Association , 10.1080/01621459.2026.2676715.
BibTeX Format
@article{paper1197,
  title = { Tail postcoloring in long-run variance estimation of time series },
  author = { Xu Liu and Kin Wai Chan },
  journal = { Journal of the American Statistical Association },
  year = { 2026 },
  doi = { 10.1080/01621459.2026.2676715 },
  url = { https://doi.org/10.1080/01621459.2026.2676715 }
}
Back to Papers