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

Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review

31 Citeringar (Scopus)

Originalspråk	Engelska
Referentgranskad vetenskaplig tidskrift	Journal of Time Series Analysis
Volym	33
Nummer	1
Sidor (från-till)	96-111
Antal sidor	16
ISSN	0143-9782
DOI	https://doi.org/10.1111/j.1467-9892.2011.00742.x
Status	Publicerad - 2012
MoE-publikationstyp	A1 Originalartikel i en vetenskaplig tidskrift

Nyckelord

@article{8cd08b0969ef40e9a0e364182ec8ab52,

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

keywords = "112 Statistics and probability",

author = "Agnieszka Jach and Tucker McElroy and Dimitris Politis",

year = "2012",

doi = "10.1111/j.1467-9892.2011.00742.x",

language = "English",

volume = "33",

pages = "96--111",

journal = "Journal of Time Series Analysis",

issn = "0143-9782",

publisher = "Wiley-Blackwell",

number = "1",

}

TY - JOUR

T1 - Subsampling inference for the mean of heavy-tailed long-memory time series

AU - Jach, Agnieszka

AU - McElroy, Tucker

AU - Politis, Dimitris

PY - 2012

Y1 - 2012

KW - 112 Statistics and probability

U2 - 10.1111/j.1467-9892.2011.00742.x

DO - 10.1111/j.1467-9892.2011.00742.x

M3 - Article

SN - 0143-9782

VL - 33

SP - 96

EP - 111

JO - Journal of Time Series Analysis

JF - Journal of Time Series Analysis

IS - 1

ER -