Corrigendum to ‘Subsampling Inference for the Mean of Heavy-Tailed Long-Memory Time Series’

Agnieszka Jach; Tucker S. McElroy; Dimitris Politis

doi:10.1111/jtsa.12191

Corrigendum to ‘Subsampling Inference for the Mean of Heavy-Tailed Long-Memory Time Series’

Agnieszka Jach
, Tucker S. McElroy
, Dimitris Politis

Statistics, Helsinki

Research output: Contribution to journal › Article › Scientific

5 Citations (Scopus)

Abstract

A corrected statement and proof of Theorem 4 of Jach, McElroy, and Politis (2012) is provided.

Original language	English
Peer-reviewed scientific journal	Journal of Time Series Analysis
Volume	37
Issue number	5
Pages (from-to)	713-720
Number of pages	8
ISSN	0143-9782
DOIs	https://doi.org/10.1111/jtsa.12191
Publication status	Published - 23.03.2016
MoE publication type	B1 Journal article

Keywords

112 Statistics and probability
Subsampling
Heavy tails
Weak dependence

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10.1111/jtsa.12191

NJ_2_11_16Auhor's accepted manuscript (AAM), 1.07 MB

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title = "Corrigendum to {\textquoteleft}Subsampling Inference for the Mean of Heavy-Tailed Long-Memory Time Series{\textquoteright}",

abstract = "A corrected statement and proof of Theorem 4 of Jach, McElroy, and Politis (2012) is provided.",

keywords = "112 Statistics and probability, Subsampling, Heavy tails, Weak dependence",

author = "Agnieszka Jach and McElroy, \{Tucker S.\} and Dimitris Politis",

note = "This article corrects: Subsampling inference for the mean of heavy-tailed long-memory time series, Journal of Time Series Analysis Volume 33, Issue 1, 96–111, 2012 (Article first published online: 30 May 2011) by the same authors ",

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AU - McElroy, Tucker S.

AU - Politis, Dimitris

N1 - This article corrects: Subsampling inference for the mean of heavy-tailed long-memory time series, Journal of Time Series Analysis Volume 33, Issue 1, 96–111, 2012 (Article first published online: 30 May 2011) by the same authors

PY - 2016/3/23

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N2 - A corrected statement and proof of Theorem 4 of Jach, McElroy, and Politis (2012) is provided.

AB - A corrected statement and proof of Theorem 4 of Jach, McElroy, and Politis (2012) is provided.

KW - 112 Statistics and probability

KW - Subsampling

KW - Heavy tails

KW - Weak dependence

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DO - 10.1111/jtsa.12191

M3 - Article

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VL - 37

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JO - Journal of Time Series Analysis

JF - Journal of Time Series Analysis

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ER -

Corrigendum to ‘Subsampling Inference for the Mean of Heavy-Tailed Long-Memory Time Series’

Abstract

Keywords

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