Subsampling inference for the mean of heavy-tailed long-memory time series Articles uri icon

authors

  • JACH, AGNIESZKA EWELINA
  • McElroy, T.
  • Politis, D.N.

publication date

  • January 2012

start page

  • 96

end page

  • 111

volume

  • 33

international standard serial number (ISSN)

  • 0143-9782

electronic international standard serial number (EISSN)

  • 1467-9892

abstract

keywords

  • infinite variance; self-normalization; subsampling; weak dependence; adaptive block size