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Subsampling inference for the mean of heavy‐tailed long‐memory time series
Jach, Agnieszka; McElroy, Tucker; Politis, Dimitris N. - In: Journal of Time Series Analysis 33 (2012) 1, pp. 96-111
Persistent link: https://www.econbiz.de/10011036603
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Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series
McElroy, Tucker; Jach, Agnieszka - In: Journal of Time Series Analysis 33 (2012) 6, pp. 935-953
Persistent link: https://www.econbiz.de/10010596857