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

Agnieszka Jach, Tucker McElroy, Dimitris Politis

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

29 Citations (Scopus)

Original language	English
Peer-reviewed scientific journal	Journal of Time Series Analysis
Volume	33
Issue number	1
Pages (from-to)	96-111
Number of pages	16
ISSN	0143-9782
DOIs	https://doi.org/10.1111/j.1467-9892.2011.00742.x
Publication status	Published - 2012
MoE publication type	A1 Journal article - refereed

Keywords

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title = "Subsampling inference for the mean of heavy-tailed long-memory time series",

keywords = "112 Statistics and probability",

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AU - Jach, Agnieszka

AU - McElroy, Tucker

AU - Politis, Dimitris

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KW - 112 Statistics and probability

U2 - 10.1111/j.1467-9892.2011.00742.x

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