Subsampling the mean of heavy‐tailed dependent observations (Q4828178): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3124170919 / rank | |||
Normal rank | |||
Revision as of 20:00, 19 March 2024
scientific article; zbMATH DE number 2118740
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subsampling the mean of heavy‐tailed dependent observations |
scientific article; zbMATH DE number 2118740 |
Statements
Subsampling the mean of heavy‐tailed dependent observations (English)
0 references
24 November 2004
0 references
estimation of mean
0 references
heavy tails
0 references
GARCH processes
0 references
subsampling
0 references
