Subsampling inference for the mean of heavy-tailed long-memory time series

Agnieszka Jach, Tucker McElroy, Dimitris Politis

Research output: Contribution to journalArticleScientificpeer-review

25 Citations (Scopus)
Original languageEnglish
Peer-reviewed scientific journalJournal of Time Series Analysis
Volume33
Issue number1
Pages (from-to)96-111
Number of pages16
ISSN0143-9782
DOIs
Publication statusPublished - 2012
MoE publication typeA1 Journal article - refereed

Keywords

  • 112 Statistics and probability

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