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dc.contributor.authorBetken, Annika-
dc.contributor.authorWendler, Martin-
dc.date.accessioned2015-10-07T13:25:00Z-
dc.date.available2015-10-07T13:25:00Z-
dc.date.issued2015-
dc.identifier.urihttp://hdl.handle.net/2003/34265-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-16342-
dc.description.abstractIn the statistical inference for long range dependent time series, the shape of the limit distribution typically dependents on unknown param- eters. Therefore, we propose to use subsampling. We show the validity of subsampling for general statistics and long range dependent subordinated Gaussian processes, which satisfy mild regularity conditions. We apply our method to a self-normalized change-point test statistic and investigate the finite sample properties in a simulation study.en
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB 823;36/2015en
dc.subjectsubsamplingen
dc.subjectchange point testen
dc.subjectlong range dependenceen
dc.subjectGaussian processesen
dc.subject.ddc310-
dc.subject.ddc330-
dc.subject.ddc620-
dc.titleSubsampling for general statistics under long range dependenceen
dc.typeTextde
dc.type.publicationtypeworkingPaperde
dcterms.accessRightsopen access-
Appears in Collections:Sonderforschungsbereich (SFB) 823

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