On inference based on the one-sample sign statistic for long-range dependent data
Zacharias Psaradakis
Computational Statistics, 2010, vol. 25, issue 2, 329-340
Keywords: Confidence intervals; Gaussian subordination; Long-range dependence; Sign statistic; Subsampling; 60G10; 60G18; 62G20 (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:spr:compst:v:25:y:2010:i:2:p:329-340
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DOI: 10.1007/s00180-009-0179-3
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