Subsampling inference for the autocovariances and autocorrelations of long-memory heavy-tailed linear time series
DOI10.1111/J.1467-9892.2012.00808.XzbMATH Open1281.62201OpenAlexW1898461136MaRDI QIDQ5397967FDOQ5397967
Authors: Agnieszka Jach, Tucker S. McElroy 
Publication date: 25 February 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2012.00808.x
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Cited In (6)
- Small-sample Autocorrelation Structure for Long-memory Time Series
- On the validity of resampling methods under long memory
- On model Fitting and estimation of strictly stationary processes
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises
- Subsampling inference for the mean of heavy-tailed long-memory time series
- On the measurement and treatment of extremes in time series
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