Subsampling inference for the mean of heavy-tailed long-memory time series (Q2930904): Difference between revisions
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scientific article
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English | Subsampling inference for the mean of heavy-tailed long-memory time series |
scientific article |
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Subsampling inference for the mean of heavy-tailed long-memory time series (English)
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20 November 2014
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infinite variance
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self-normalization
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subsampling
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weak dependence
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adaptive block size
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