Randomized pivots for means of short and long memory linear processes

DOI10.3150/16-BEJ819zbMath1407.60061arXiv1309.4158MaRDI QIDQ2405116

Masoud M. Nasari, Miklós Csörgő, Mohamedou Ould Haye

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.4158

zbMATH Keywords

central limit theoremrandomized pivotsshort and long memory time-series

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (3)

Confidence intervals with higher accuracy for short and long-memory linear processes ⋮ Randomized empirical processes and confidence bands via virtual resampling ⋮ Estimating multiple breaks in mean sequentially with fractionally integrated errors

This page was built for publication: Randomized pivots for means of short and long memory linear processes