This report is released to inform interested parties of research and to encourage discussion. The views expressed on statistical issues are those of the authors and not necessarily those of the US Census Bureau.
Subsampling inference for the mean of heavy-tailed long-memory time series
Version of Record online: 30 MAY 2011
© 2011 Blackwell Publishing Ltd
Journal of Time Series Analysis
Volume 33, Issue 1, pages 96–111, January 2012
How to Cite
Jach, A., McElroy, T. and Politis, D. N. (2012), Subsampling inference for the mean of heavy-tailed long-memory time series. Journal of Time Series Analysis, 33: 96–111. doi: 10.1111/j.1467-9892.2011.00742.x
- Issue online: 27 DEC 2011
- Version of Record online: 30 MAY 2011
- First Version received January 2010
Vol. 37, Issue 5, 713–720, Version of Record online: 23 MAR 2016
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!