Subsampling Inference for the Autocovariances and Autocorrelations of Long-Memory Heavy-Tailed Time Series Conference Contributions uri icon

authors

  • JACH, AGNIESZKA EWELINA
  • MCELROY, TUCKER

event

  • International Workshop on Recent Advances in Time Series Analysis (RATS 2012)

event place

  • PROTARAS

country

  • CHIPRE

participation category

  • P├ôSTER

publication date

  • 2012