Subsampling inference for the mean of heavy-tailed long-memory time series (Q2930904)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Subsampling inference for the mean of heavy-tailed long-memory time series |
scientific article |
Statements
Subsampling inference for the mean of heavy-tailed long-memory time series (English)
0 references
20 November 2014
0 references
infinite variance
0 references
self-normalization
0 references
subsampling
0 references
weak dependence
0 references
adaptive block size
0 references
0 references