Computer-intensive rate estimation, diverging statistics and scanning

Annals of Statistics

Volumn 35, Issue 4, 2007, Pages 1827-1848

  McElroy, Tucker ^a   Politis, Dimitris N ^b  

^a U S CENSUS BUREAU   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Convergence rate; Heavy tail index; Long memory; Subsampling

Indexed keywords

EID: 40849091980     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053607000000064     Document Type: Article

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