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Large sample theory for statistics of stable moving averages - MaRDI portal

Large sample theory for statistics of stable moving averages (Q4831096)

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scientific article; zbMATH DE number 2123601
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English
Large sample theory for statistics of stable moving averages
scientific article; zbMATH DE number 2123601

    Statements

    title
    Large sample theory for statistics of stable moving averages (English)
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    author
    Dimitris N. Politis
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    Tucker S. McElroy
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    publication date
    20 December 2004
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    zbMATH Keywords
    Heavy-tailed Time Series
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    Stable Moving Average
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    Random Measure
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    Subsampling
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    Periodogram
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62E20
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    60F05
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    62G20
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    62M15
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    zbMATH DE Number
    2123601
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    OpenAlex ID
    W2086823254
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