Subsampling inference for the mean of heavy-tailed long-memory time series (Q2930904): Difference between revisions

@@ Property / author @@
+Tucker S. McElroy
@@ Property / author: Tucker S. McElroy / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9892.2011.00742.x
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@@ Property / OpenAlex ID @@
+W1517393405
@@ Property / OpenAlex ID: W1517393405 / rank @@
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@@ Property / cites work @@
+Dependent Lindeberg central limit theorem and some applications
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+Q3534831
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+Limit theory for the sample covariance and correlation functions of moving averages
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+A new weak dependence condition and applications to moment inequalities
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+Adaptive choice of bootstrap sample sizes
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+Non-mixing properties of long memory processes
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