Browsing by Subject "Long-range dependence"

Now showing items 1-2 of 2

    • Article  

      Multichannel deconvolution with long-range dependence: A minimax study 

      Benhaddou, R.; Kulik, R.; Pensky, M.; Sapatinas, Theofanis (2014)
      We consider the problem of estimating the unknown response function in the multichannel deconvolution model with long-range dependent Gaussian or sub-Gaussian errors. We do not limit our consideration to a specific type ...
    • Article  

      Self-normalization for heavy-tailed time series with long memory 

      McElroy, T.; Politis, Dimitris Nicolas (2007)
      Many time series data sets have heavy tails and/or long memory, both of which are well-known to greatly influence the rate of convergence of the sample mean. Typically time series analysts consider models with either heavy ...