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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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DOI: 10.1007/s00180-009-0179-3

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