authors
- JACH, AGNIESZKA EWELINA
- McElroy, T.
- Politis, D.N.
Subsampling inference for the mean of heavy-tailed long-memory time series
Articles
Overview
published in
- JOURNAL OF TIME SERIES ANALYSIS Journal
publication date
- January 2012
start page
- 96
end page
- 111
volume
- 33
Digital Object Identifier (DOI)
International Standard Serial Number (ISSN)
- 0143-9782
Electronic International Standard Serial Number (EISSN)
- 1467-9892
Classification
keywords
- infinite variance; self-normalization; subsampling; weak dependence; adaptive block size