Pages that link to "Item:Q2817318"

The following pages link to Corrigendum to: ``Subsampling inference for the mean of heavy-tailed long-memory time series''. (Q2817318):

Displaying 5 items.

• On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
• Rank-based change-point analysis for long-range dependent time series (Q2676918) (← links)
• Subsampling inference for the mean of heavy-tailed long-memory time series (Q2930904) (← links)
• The Slow Convergence of Ordinary Least Squares Estimators of <i>α</i>, <i>β</i> and Portfolio Weights under Long‐Memory Stochastic Volatility (Q5226148) (← links)
• Reassessing the evidence on factor and portfolio premia (Q6636978) (← links)