Subsampling Inference for the Mean of Heavy-Tailed Long-Memory Time Series (vol 33, pg 96, 2012)

Jach Agnieszka; McElroy Tucker S.; Politis Dimitris N.

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Subsampling Inference for the Mean of Heavy-Tailed Long-Memory Time Series (vol 33, pg 96, 2012)

机译：重尾长记忆时间序列均值的二次抽样推断（2012年，第33卷，第96页）

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摘要

A corrected statement and proof of Theorem 4 of Jach, McElroy, and Politis (2012) is provided.

机译：提供了Jach，McElroy和Politis（2012）的定理4的正确陈述和证明。

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来源
《Journal of Time Series Analysis》 |2016年第5期|713-720|共8页
作者
Jach Agnieszka; McElroy Tucker S.; Politis Dimitris N.;
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作者单位

Hanken Sch Econ, Dept Finance & Stat, Helsinki, Finland;

US Census Bur, Ctr Stat Res & Methodol, Washington, DC USA;

Univ Calif San Diego, Dept Math, 9500 Gilman Dr,Mail Code 0112, La Jolla, CA 92093 USA;

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原文格式 PDF
正文语种 eng
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关键词
Subsampling; heavy tails; weak dependence;

机译：二次采样;重尾;弱依赖;

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1. Subsampling inference for the mean of heavy-tailed long-memory time series [J] . Agnieszka Jach, Tucker McElroy, Dimitris N. Politis Journal of Time Series Analysis . 2012,第1期

机译：重尾长内存时间序列均值的二次抽样推断
2. Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series [J] . Tucker McElroy, Agnieszka Jach Journal of Time Series Analysis . 2012,第6期

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3. Domain agnostic online semantic segmentation for multi-dimensional time series (vol 33, pg 96, 2019) [J] . Gharghabi Shaghayegh, Yeh Chin-Chia Michael, Ding Yifei, Data mining and knowledge discovery . 2019,第6期

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4. Sequential Monte Carlo sampling for correlated latent long-memory time-series [C] . Iigo Urteaga, Mnica F. Bugallo, Petar M. Djuri IEEE International Conference on Acoustics, Speech and Signal Processing . 2016

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5. Estimation of Covariance and Precision Matrices for High-dimensional Time Series with Long-memory [D] . Zhang, Qihu. 2020

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6. Time-Series Analyses of Air Pollution and Mortality in the United States: A Subsampling Approach [O] . Suresh H. Moolgavkar, Roger O. McClellan, Anup Dewanji, 2013

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7. Subsampling Inference for the Mean of Heavy-tailed Long Memory Time Series [O] . Agnieszka Jach, Tucker Mcelroy, Dimitris N. Politis, 2013

机译：重尾长记忆时间序列均值的子采样推断
8. Analysis of Nongaussian, Nonlinear Time Series with Long-Memory [R] . Pourahmadi, M. 1991

机译：具有长记忆性的非高斯非线性时间序列分析

Subsampling Inference for the Mean of Heavy-Tailed Long-Memory Time Series (vol 33, pg 96, 2012)

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