Optimization Methods |
|
---|---|
Hall, Horowitz, and Jing (1995) "HHJ" Algorithm to Select the Optimal Block-Length |
|
Politis and White (2004) Spectral Density "PWSD" Automatic Block-Length Selection |
|
S3 Plot Methods |
|
Plot MSE Function for HHJ Algorithm |
|
Plot Correlogram for Politis and White Auto\(-\)Correlation Implied Hypothesis Test |