Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series
Version of Record online: 15 JUL 2012
© 2012 Wiley Publishing Ltd
Journal of Time Series Analysis
Volume 33, Issue 6, pages 935–953, November 2012
How to Cite
McElroy, T. and Jach, A. (2012), Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series. Journal of Time Series Analysis, 33: 935–953. doi: 10.1111/j.1467-9892.2012.00808.x
Disclaimer 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 U.S. Census Bureau.
- Issue online: 15 OCT 2012
- Version of Record online: 15 JUL 2012
- First version received September 2010 Published online in Wiley Online Library: 15 July 2012
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