Sieve-based inference for infinite-variance linear processes (Q309715): Difference between revisions

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+The bootstrap of the mean with arbitrary bootstrap sample size
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+Bootstrap of the mean in the infinite variance case
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+Consistent autoregressive spectral estimates
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+Introduction to large truncated Toeplitz matrices
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+Time Series
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+Sieve-based inference for infinite-variance linear processes
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+A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS
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