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Visualitza Departament d'Economia i Empresa per autor "Kokoszka, Piotr"

Visualitza Departament d'Economia i Empresa per autor "Kokoszka, Piotr"

Ordena per: Ordre: Resultats:

  • Kokoszka, Piotr; Wolf, Michael (2002-02-01)
    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 ...