Large sample theory for statistics of stable moving averages

DOI10.1080/10485250310001622587zbMath1074.62059OpenAlexW2086823254MaRDI QIDQ4831096

Dimitris N. Politis, Tucker S. McElroy

Publication date: 20 December 2004

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250310001622587

zbMATH Keywords

SubsamplingPeriodogramRandom MeasureHeavy-tailed Time SeriesStable Moving Average

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)

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Cites Work

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