Subsampling the mean of heavy‐tailed dependent observations (Q4828178)
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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 |
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Subsampling the mean of heavy‐tailed dependent observations (English)
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24 November 2004
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estimation of mean
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heavy tails
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GARCH processes
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subsampling
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