Validity Of The Sampling Window Method For Long-Range Dependent Linear Processes
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- Daniel J. Nordman & Philipp Sibbertsen & Soumendra N. Lahiri, 2007.
"Empirical likelihood confidence intervals for the mean of a long-range dependent process,"
Journal of Time Series Analysis,
Wiley Blackwell, vol. 28(4), pages 576-599, July.
- Nordman, Dan Nordman & Sibbertsen, Philipp & Lahiri, Soumendra N., 2005. "Empirical likelihood confidence intervals for the mean of a long-range dependent process," Hannover Economic Papers (HEP) dp-327, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Kim, Young Min & Nordman, Daniel J., 2013. "A frequency domain bootstrap for Whittle estimation under long-range dependence," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 405-420.
- Ting Zhang & Hwai-Chung Ho & Martin Wendler & Wei Biao Wu, 2013. "Block Sampling under Strong Dependence," Papers 1312.5807, arXiv.org.
- Bai, Shuyang & Taqqu, Murad S. & Zhang, Ting, 2016. "A unified approach to self-normalized block sampling," Stochastic Processes and their Applications, Elsevier, vol. 126(8), pages 2465-2493.
- Zhang, Ting & Ho, Hwai-Chung & Wendler, Martin & Wu, Wei Biao, 2013. "Block sampling under strong dependence," Stochastic Processes and their Applications, Elsevier, vol. 123(6), pages 2323-2339.
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