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Subsampling inference for the mean of heavy-tailed long-memory time series
Article first published 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 published online: 27 DEC 2011
- Article first published online: 30 MAY 2011
- First Version received January 2010
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