Validity of the sampling window method for long-range dependent linear processes

Keyphrases

• Linear Process 100%
• Window Function 100%
• Long-range Dependence 100%
• Sampling Window 100%
• Subsampling Methods 66%
• Confidence Interval 33%
• Dependent Processes 33%
• Nonparametric 33%
• Sample Mean 33%
• Finite Sample 33%
• Coverage Accuracy 33%
• Process Mean 33%
• Time Process 33%
• Gaussian Time Series 33%
• Long Memory Parameter 33%
• Non-Gaussian Innovations 33%
• Statistica 33%
• Sample Coverage 33%

Mathematics

• Gaussian Distribution 100%
• Confidence Interval 50%
• Sample Mean 50%
• Numerical Analysis 50%
• Time Process 50%
• Statistica 50%
• Time Series 50%
• Time Series Analysis 50%