hhj | Hall, Horowitz, and Jing (1995) "HHJ" Algorithm to Select the Optimal Block-Length |
nppi | Lahiri, Furukawa, and Lee (2007) Nonparametric Plug-In "NPPI" Rule to Select the Optimal Block-Length |
plot.hhj | Plot MSE Function for HHJ Algorithm |
plot.nppi | Plot Stability of JAB Point Estimates |
plot.pwsd | Plot Correlogram for Politis and White Auto-Correlation Implied Hypothesis Test |
pwsd | Politis and White (2004) Spectral Density "PWSD" Automatic Block-Length Selection |