Subsampling inference for the mean of heavy‐tailed long‐memory time series
Year of publication: |
2012
|
---|---|
Authors: | Jach, Agnieszka ; McElroy, Tucker ; Politis, Dimitris N. |
Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 33.2012, 1, p. 96-111
|
Publisher: |
Wiley Blackwell |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Subsampling inference for the autocorrelations of GARCH processes
McElroy, Tucker, (2019)
-
Testing collinearity of vector time series
McElroy, Tucker, (2019)
-
McElroy, Tucker, (2012)
- More ...