Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Subject "Infinite variance"

Now showing items 1-3 of 3

    • 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 ...
    • 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. ...
    • Article  

      Subsampling Inference with K Populations and a Non-standard Behrens-Fisher Problem 

      McMurry, T. L.; Politis, Dimitris Nicolas; Romano, J. P. (2012)
      We revisit the methodology and historical development of subsampling, and then explore in detail its use in hypothesis testing, an area which has received surprisingly modest attention. In particular, the general set-up ...