Browsing 002 Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences by Author "Jach, A."

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    • Article  

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

      Jach, A.; McElroy, T.; Politis, Dimitris Nicolas (2012)
      In this article, we revisit a time series model introduced by MCElroy and Politis (2007a) and generalize it in several ways to encompass a wider class of stationary, nonlinear, heavy-tailed time series with long memory. ...