A unified approach to self-normalized block sampling
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Publication:288844
DOI10.1016/j.spa.2016.02.007zbMath1338.62123arXiv1512.00820OpenAlexW2963073764MaRDI QIDQ288844
F. Blanchet-Sadri, M. Dambrine
Publication date: 27 May 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1512.00820
time seriesheavy tailslong memorylong-range dependencesubsamplingself-normalizationblock samplingsampling window
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