scientific article; zbMATH DE number 1424401

MaRDI QIDQ4945625zbMATH OpenFDO

Authors Dimitris Politis, Efstathios Paparoditis

Publication date 7 June 2000

zbMATH Keywords

heavy-tailedlong-range dependence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Asymptotics of the sample mean and sample covariance of long-range-dependent series
• Subsampling the mean of heavy‐tailed dependent observations
• VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES
• Subsampling inference for the mean of heavy-tailed long-memory time series
• Subsampling inference for the mean in the heavy-tailed case.

Cited in

(3)

• Subsampling weakly dependent time series and application to extremes
• VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES
• Subsampling the mean of heavy‐tailed dependent observations

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