Subsampling inference for the mean of heavy-tailed long-memory time series (Q2930904)
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scientific article; zbMATH DE number 6371631
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| English | Subsampling inference for the mean of heavy-tailed long-memory time series |
scientific article; zbMATH DE number 6371631 |
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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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0.9378618
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0.9277897
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0.9067394
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0.9054267
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0.8935294
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0.8874278
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0.8816031
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0.8744367
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