Robust inference for the mean in the presence of serial correlation and heavy-tailed distributions
Year of publication: |
2002
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Authors: | McElroy, Tucker ; Politis, Dimitris N. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 18.2002, 5, p. 1019-1039
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Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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