Subsampling for heteroskedastic time series (Q1372916)

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scientific article; zbMATH DE number 1083043
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Subsampling for heteroskedastic time series
scientific article; zbMATH DE number 1083043

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    Subsampling for heteroskedastic time series (English)
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    4 November 1997
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    time series
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    heteroskedasticity
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    subsampling
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    central limit theorem for triangular arrays
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    moving blocks bootstrap
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