Pages that link to "Item:Q4807322"
From MaRDI portal
The following pages link to ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS (Q4807322):
Displaying 13 items.
- A unified approach to self-normalized block sampling (Q288844) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Monitoring persistence change in infinite variance observations (Q744739) (← links)
- Stable marked point processes (Q997384) (← links)
- Subsampling based inference for \(U\) statistics under thick tails using self-normalization (Q1642255) (← links)
- A new approach on estimation of the tail index (Q1854706) (← links)
- Computer-intensive rate estimation, diverging statistics and scanning (Q2456022) (← links)
- <i>t</i>-Statistic Based Correlation and Heterogeneity Robust Inference (Q3062997) (← links)
- Subsampling the mean of heavy‐tailed dependent observations (Q4828178) (← links)
- Ratio detections for change point in heavy tailed observations (Q5082994) (← links)
- Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series (Q5397967) (← links)
- Subsampling inference for the mean in the heavy-tailed case. (Q5953771) (← links)
- A fine-tuned estimator of a general convergence rate (Q6573724) (← links)
