A unified approach to self-normalized block sampling (Q288844): Difference between revisions

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+M. Dambrine
@@ Property / author: M. Dambrine / rank @@
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+time series
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@@ Property / zbMATH Keywords @@
+subsampling
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+Normal rank
@@ Property / zbMATH Keywords @@
+block sampling
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+Normal rank
@@ Property / zbMATH Keywords @@
+sampling window
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+Normal rank
@@ Property / zbMATH Keywords @@
+self-normalization
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+heavy tails
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+long memory
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+On large-sample estimation for the mean of a stationary random sequence
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+Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
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+Noncentral limit theorems and Appell polynomials
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+Long-Memory Processes
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+Subsampling for General Statistics under Long Range Dependence with application to change point analysis
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+Subsampling inference for the mean of heavy-tailed long-memory time series
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+Gaussian Hilbert Spaces
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+On Strong Mixing Conditions for Stationary Gaussian Processes
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+Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances
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+Limit theorems for non-linear functionals of Gaussian sequences
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+Central limit theorems for additive functionals of Markov chains.
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+ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL  CORRELATION AND HEAVY-TAILED DISTRIBUTIONS
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+Distribution theory for the Studentized mean for long, short, and negative memory time series
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES
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+Asymptotic dependence of the extreme eigenvalues of truncated Toeplitz matrices on the rate at which the symbol attains its extremum
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+HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
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+Subsampling
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+Remarks on extreme eigenvalues of Toeplitz matrices
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+Heavy-Tail Phenomena
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+Subsampling inference for the mean in the heavy-tailed case.
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+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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+On the extreme eigenvalues of Hermitian (block) Toeplitz matrices
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+A simple test of changes in mean in the possible presence of long-range dependence
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+Replicate Histograms
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+Nonstandard limit theorem for infinite variance functionals
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+Convergence of integrated processes of arbitrary Hermite rank
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+Universal bounds on the convergence rate of extreme Toeplitz eigenvalues.
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+Functional limit theorems for linear processes in the domain of attraction of stable laws
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+UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES
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+Block sampling under strong dependence
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+Inference for Linear Models with Dependent Errors
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+Publication:288844