Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series (Q5397967): Difference between revisions
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scientific article; zbMATH DE number 6261466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series |
scientific article; zbMATH DE number 6261466 |
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Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series (English)
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25 February 2014
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linear time series
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parameter-dependent convergence rates
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self-normalization
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subsampling confidence intervals
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