Subsampling inference for the autocovariances and autocorrelations of long-memory heavy-tailed linear time series

Tucker McElroy, Agnieszka Jach

Research output: Contribution to journal › Article › Scientific › peer-review

6 Citations (Scopus)

Original language	English
Peer-reviewed scientific journal	Journal of Time Series Analysis
Volume	33
Issue number	6
Pages (from-to)	935-953
Number of pages	19
ISSN	0143-9782
DOIs	https://doi.org/10.1111/j.1467-9892.2012.00808.x
Publication status	Published - 2012
MoE publication type	A1 Journal article - refereed

Keywords

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title = "Subsampling inference for the autocovariances and autocorrelations of long-memory heavy-tailed linear time series",

keywords = "112 Statistics and probability, 512 Business and Management",

author = "Tucker McElroy and Agnieszka Jach",

year = "2012",

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AU - McElroy, Tucker

AU - Jach, Agnieszka

PY - 2012

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KW - 112 Statistics and probability

KW - 512 Business and Management

U2 - 10.1111/j.1467-9892.2012.00808.x

DO - 10.1111/j.1467-9892.2012.00808.x

M3 - Article

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EP - 953

JO - Journal of Time Series Analysis

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