Subsampling inference for the mean of heavy-tailed long-memory time series
Agnieszka Jach, Tucker McElroy, Dimitris N. PolitisVolume:
33
Year:
2012
Language:
english
Pages:
16
DOI:
10.1111/j.1467-9892.2011.00742.x
File:
PDF, 1.49 MB
english, 2012