How They Differ and Practical Uses in Finance and Investing Henry Hoenig has three decades of journalism experience as a news and economics editor in the U.S. and Asia, handling coverage of global ...

In most books on time series analysis, estimators of the variance and autocovariance for a stationary process are discussed under the assumption that the process mean is known. Here we illustrate that ...

Subsampling and block resampling methods have been suggested in the literature to nonparametrically estimate the variance of statistics computed from spatial data. Usually stationary data are required ...