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Kokoszka, Piotr's
Scholarly Papers
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Total Downloads
32 |
Total
Citations
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1.
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Subsampling the Mean of Heavy-Tailed Dependent Observations
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Kokoszka, Piotr Utah State University - Department of Mathematics & Statistics Wolf, Michael Department of Economics
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Posted:
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04 Oct 02
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Last Revised:
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03 May 04
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Kokoszka, Piotr Utah State University - Department of Mathematics & Statistics Wolf, Michael Department of Economics
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Estimation of the mean, heavy tails, GARCH, subsampling
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Kokoszka, Piotr Utah State University - Department of Mathematics & Statistics Wolf, Michael Department of Economics
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Heavy tails, linear time series, subsampling
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2.
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Aue, Alexander Clemson University Horváth, Lajos University of Utah - Department of Mathematics Huaková, Marie Charles University in Prague Kokoszka, Piotr Utah State University - Department of Mathematics & Statistics
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3.
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Kokoszka, Piotr Utah State University - Department of Mathematics & Statistics Reimherr, Matthew affiliation not provided to SSRN
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Autoregressive order, functional data analysis, time series
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Records 1 -
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