Subsampling inference for the mean of heavy-tailed long-memory time series
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Publication:2930904
DOI10.1111/j.1467-9892.2011.00742.xzbMath1300.62075OpenAlexW1517393405MaRDI QIDQ2930904
Dimitris N. Politis, Agnieszka Jach, Tucker S. McElroy
Publication date: 20 November 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2011.00742.x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Applications of statistics in engineering and industry; control charts (62P30) Statistics of extreme values; tail inference (62G32)
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