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# CITATION.cff file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "aersn" in publications use:'
type: software
license: MIT
title: 'aersn: Affine-Equivariant Adjusted-Range Self-Normalization for Time-Series
  Inference'
version: 0.2.3
abstract: 'Tuning-free inference on fixed-dimensional parameters of dependent time
  series using affine-equivariant adjusted-range self-normalization. The centered
  partial-sum path of estimated influence contributions is normalized by its increment
  hull, the convex hull of all path increments. The gauge of the hull provides an
  asymptotically pivotal test statistic and an affine-equivariant confidence region
  without estimating the long-run covariance matrix, and its support function gives
  simultaneous confidence intervals for linear contrasts. For a single parameter the
  construction reduces exactly to adjusted-range self-normalization, whose limiting
  distribution is available in closed form. The Brownian reference law is simulated
  on a grid matched to the sample size or a supplied common variance-accumulation
  profile; inference for dependent observations remains asymptotic. Five further methods
  are provided for comparison on the same estimate and influence contributions: componentwise
  adjusted ranges after lag-zero partial prewhitening, quadratic self-normalization
  following Shao (2010) <https://doi.org/10.1111/j.1467-9868.2009.00737.x>, kernel
  long-run covariance estimation with automatic bandwidth selection following Andrews
  (1991) <https://doi.org/10.2307/2938229> and Newey and West (1994) <https://doi.org/10.2307/2297912>,
  Bartlett fixed-b inference following Kiefer and Vogelsang (2005) <https://doi.org/10.1017/S0266466605050565>,
  and the equal-weighted cosine method of Lazarus, Lewis, Stock and Watson (2018)
  <https://doi.org/10.1080/07350015.2018.1506926>. Model interfaces are provided for
  sample means, linear regression, smooth generalized method of moments, and conditional
  likelihood scores; other estimators are handled through user-supplied influence
  contributions. The methods follow Hong, Lin, Linton, Newey and Sun (2026), Cambridge
  Working Papers in Economics No. 2678 <https://www.janeway.econ.cam.ac.uk/publication/affine-equivariant-adjusted-range-self-normalization>
  and, for the scalar case, Hong, Linton, McCabe, Sun and Wang (2024) <https://doi.org/10.1016/j.jeconom.2023.105603>.'
authors:
- family-names: Hong
  given-names: Yongmiao
- family-names: Lin
  given-names: Zhuo
- family-names: Linton
  given-names: Oliver
- family-names: Newey
  given-names: Whitney K.
- family-names: Sun
  given-names: Jiajing
  email: jiajing.sun@gmail.com
preferred-citation:
  type: report
  title: Affine-Equivariant Adjusted-Range Self-Normalization
  authors:
  - family-names: Hong
    given-names: Yongmiao
  - family-names: Lin
    given-names: Zhuo
  - family-names: Linton
    given-names: Oliver
  - family-names: Newey
    given-names: Whitney K.
  - family-names: Sun
    given-names: Jiajing
    email: jiajing.sun@gmail.com
  year: '2026'
  institution:
    name: Faculty of Economics, University of Cambridge
  issue: '2678'
  notes: Also issued as Janeway Institute Working Paper No. 2637
  url: https://www.janeway.econ.cam.ac.uk/publication/affine-equivariant-adjusted-range-self-normalization
repository: https://cran.r-universe.dev
commit: 5d961ed827a4181b43b8df0e00b39ca348bfae67
url: https://www.janeway.econ.cam.ac.uk/publication/affine-equivariant-adjusted-range-self-normalization
date-released: '2026-10-07'
contact:
- family-names: Sun
  given-names: Jiajing
  email: jiajing.sun@gmail.com
references:
- type: article
  title: 'Kolmogorov--Smirnov type testing for structural breaks: A new adjusted-range
    based self-normalization approach'
  authors:
  - family-names: Hong
    given-names: Yongmiao
  - family-names: Linton
    given-names: Oliver
  - family-names: McCabe
    given-names: Brendan
  - family-names: Sun
    given-names: Jiajing
  - family-names: Wang
    given-names: Shouyang
  journal: Journal of Econometrics
  year: '2024'
  volume: '238'
  issue: '2'
  doi: 10.1016/j.jeconom.2023.105603
  start: '105603'
- type: manual
  title: 'aersn: Affine-Equivariant Adjusted-Range Self-Normalization for Time-Series
    Inference'
  authors:
  - family-names: Hong
    given-names: Yongmiao
  - family-names: Lin
    given-names: Zhuo
  - family-names: Linton
    given-names: Oliver
  - family-names: Newey
    given-names: Whitney K.
  - family-names: Sun
    given-names: Jiajing
  year: '2026'
  notes: R package version 0.2.3