Pages that link to "Item:Q2930904"

The following pages link to Subsampling inference for the mean of heavy-tailed long-memory time series (Q2930904):

Displaying 13 items.

• A unified approach to self-normalized block sampling (Q288844) (← links)
• On the measurement and treatment of extremes in time series (Q508717) (← links)
• How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
• A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models (Q2220284) (← links)
• Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
• On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
• Rank-based change-point analysis for long-range dependent time series (Q2676918) (← links)
• Corrigendum to ‘Subsampling Inference for the Mean of Heavy‐Tailed Long‐Memory Time Series’ by A. Jach, T. S. McElroy and D. N. Politis (Q2817318) (← links)
• Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)
• Long range dependence for stable random processes (Q4997693) (← links)
• The Slow Convergence of Ordinary Least Squares Estimators of <i>α</i>, <i>β</i> and Portfolio Weights under Long‐Memory Stochastic Volatility (Q5226148) (← links)
• Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series (Q5397967) (← links)
• Reassessing the evidence on factor and portfolio premia (Q6636978) (← links)