Browsing Departament d'Economia i Empresa by Author "Kokoszka, Piotr"

Welcome to the UPF Digital Repository

Browsing Departament d'Economia i Empresa by Author "Kokoszka, Piotr"

Sort by: Order: Results:

  • Kokoszka, Piotr; Wolf, Michael (2002)
    We establish the validity of subsampling confidence intervals for the mean of a dependent series with heavy-tailed marginal distributions. Using point process theory, we study both linear and nonlinear GARCH-like time ...

Search


Advanced Search

Browse

My Account