Self-normalization: Taming a wild population in a heavy-tailed world
نویسندگان
چکیده
منابع مشابه
Self-Normalization for Heavy-Tailed Time Series with Long Memory
Many time series data sets have heavy tails and/or long memory, both of which are well-known to greatly influence the rate of convergence of the sample mean. Typically, time series analysts consider models with either heavy tails or long memory, but this paper considers both effects at the same time. This paper is essentially a theoretical case study, which explores the growth rate of the sampl...
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ژورنال
عنوان ژورنال: Applied Mathematics-A Journal of Chinese Universities
سال: 2017
ISSN: 1005-1031,1993-0445
DOI: 10.1007/s11766-017-3552-y