Subsampling inference for the mean of heavy-tailed long-memory time series (Q2930904)

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Subsampling inference for the mean of heavy-tailed long-memory time series
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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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