Betken, AnnikaWendler, Martin2015-10-072015-10-072015http://hdl.handle.net/2003/3426510.17877/DE290R-16342In 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.enDiscussion Paper / SFB 823;36/2015subsamplingchange point testlong range dependenceGaussian processes310330620working paper