McElroy, Tucker On the measurement and treatment of extremes in time series. (English) Zbl 1359.62378 Extremes 19, No. 3, 467-490 (2016). MSC: 62M10 60G70 60G10 62H30 PDFBibTeX XMLCite \textit{T. McElroy}, Extremes 19, No. 3, 467--490 (2016; Zbl 1359.62378) Full Text: DOI
Jach, Agnieszka; McElroy, Tucker S.; Politis, Dimitris N. Corrigendum to: “Subsampling inference for the mean of heavy-tailed long-memory time series”. (English) Zbl 1416.62499 J. Time Ser. Anal. 37, No. 5, 713-720 (2016). MSC: 62M10 62M09 62G32 62P30 PDFBibTeX XMLCite \textit{A. Jach} et al., J. Time Ser. Anal. 37, No. 5, 713--720 (2016; Zbl 1416.62499) Full Text: DOI
McElroy, Tucker; Politis, Dimitris N. Distribution theory for the Studentized mean for long, short, and negative memory time series. (English) Zbl 1285.62108 J. Econom. 177, No. 1, 60-74 (2013). MSC: 62M10 62G05 62G20 91B84 PDFBibTeX XMLCite \textit{T. McElroy} and \textit{D. N. Politis}, J. Econom. 177, No. 1, 60--74 (2013; Zbl 1285.62108) Full Text: DOI
Jach, Agnieszka; McElroy, Tucker; Politis, Dimitris N. Subsampling inference for the mean of heavy-tailed long-memory time series. (English) Zbl 1300.62075 J. Time Ser. Anal. 33, No. 1, 96-111 (2012); corrigendum ibid. 37, No. 5, 713-720 (2016). MSC: 62M10 62M09 62G32 62P30 PDFBibTeX XMLCite \textit{A. Jach} et al., J. Time Ser. Anal. 33, No. 1, 96--111 (2012; Zbl 1300.62075) Full Text: DOI
McElroy, Tucker; Jach, Agnieszka Subsampling inference for the autocovariances and autocorrelations of long-memory heavy-tailed linear time series. (English) Zbl 1281.62201 J. Time Ser. Anal. 33, No. 6, 935-953 (2012). MSC: 62M10 62D05 62G32 62G20 62P05 PDFBibTeX XMLCite \textit{T. McElroy} and \textit{A. Jach}, J. Time Ser. Anal. 33, No. 6, 935--953 (2012; Zbl 1281.62201) Full Text: DOI