Pages that link to "Item:Q2817318"
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The following pages link to Corrigendum to ‘Subsampling Inference for the Mean of Heavy‐Tailed Long‐Memory Time Series’ by A. Jach, T. S. McElroy and D. N. Politis (Q2817318):
Displaying 3 items.
- On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
- Rank-based change-point analysis for long-range dependent time series (Q2676918) (← links)
- The Slow Convergence of Ordinary Least Squares Estimators of <i>α</i>, <i>β</i> and Portfolio Weights under Long‐Memory Stochastic Volatility (Q5226148) (← links)
