The Internet Archive has a preservation copy of this work in our general collections.
The file type is
We propose a new method to construct confidence intervals for quantities that are associated with a stationary time series, which avoids direct estimation of the asymptotic variances. Unlike the existing tuning-parameter-dependent approaches, our method has the attractive convenience of being free of choosing any user-chosen number or smoothing parameter. The interval is constructed on the basis of an asymptotically distribution-free self-normalized statistic, in which the normalizing matrix isarXiv:1005.2137v1 fatcat:fuqigfzeevebxonecdf7skl7si