Pages that link to "Item:Q1056976"

The following pages link to Limit theory for moving averages of random variables with regularly varying tail probabilities (Q1056976):

Displaying 50 items.

• Cointegrated processes with infinite variance innovations (Q1296604) (← links)
• A simple robust estimation method for the thickness of heavy tails (Q1299428) (← links)
• Subexponentiality of the product of independent random variables (Q1315403) (← links)
• On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
• Limit theory for bilinear processes with heavy-tailed noise (Q1354837) (← links)
• Periodic moving averages of random variables with regularly varying tails (Q1359424) (← links)
• Extreme value theory for a class of nonstationary time series with applications (Q1364401) (← links)
• The integrated periodogram for long-memory processes with finite or infinite variance (Q1382496) (← links)
• A characterization of \(m\)-dependent stationary infinitely divisible sequences with applications to weak convergence (Q1394530) (← links)
• Modeling of time series arrays by multistep prediction or likelihood methods. (Q1421317) (← links)
• How misleading can sample ACFs of stable MAs be? (Very!) (Q1578593) (← links)
• Discrete time parametric models with long memory and infinite variance (Q1596879) (← links)
• Diagnostic checking in linear processes with infinite variance (Q1600532) (← links)
• Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains (Q1613597) (← links)
• An invariance principle for sums and record times of regularly varying stationary sequences (Q1626622) (← links)
• Joint functional convergence of partial sums and maxima for linear processes (Q1728121) (← links)
• Empirical likelihood approach toward discriminant analysis for dynamics of stable processes (Q1731205) (← links)
• Misspecification of noncausal order in autoregressive processes (Q1754523) (← links)
• Whittle estimation in a heavy-tailed GARCH(1,1) model. (Q1766031) (← links)
• Stable limits of sums of bounded functions of long memory moving averages with finite variance (Q1769779) (← links)
• Consistency for least squares regression estimators with infinite variance data (Q1822869) (← links)
• Uniform convergence of sample second moments of families of time series arrays. (Q1848885) (← links)
• Long strange segments of a stochastic process. (Q1872448) (← links)
• The supremum of a negative drift random walk with dependent heavy-tailed steps. (Q1872494) (← links)
• Limit theorems for stable processes with application to spectral density estimation (Q1890713) (← links)
• Point process and partial sum convergence for weakly dependent random variables with infinite variance (Q1897166) (← links)
• Fractional ARIMA with stable innovations (Q1909951) (← links)
• Strong approximation for cross-covariances of linear variables with long-range dependence (Q1910903) (← links)
• The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
• New tests for unit roots in autoregressive processes with possibly infinite variance errors (Q1962136) (← links)
• Extremal dependence measure for functional data (Q2078556) (← links)
• Principal component analysis of infinite variance functional data (Q2101477) (← links)
• Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
• Limit theorems for linear random fields with innovations in the domain of attraction of a stable law (Q2145788) (← links)
• On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes (Q2169070) (← links)
• Stationary bubble equilibria in rational expectation models (Q2227066) (← links)
• Discrete rough paths and limit theorems (Q2227464) (← links)
• On the estimation and application of max-stable processes (Q2266884) (← links)
• On limit theory for functionals of stationary increments Lévy driven moving averages (Q2274198) (← links)
• Topological crackle of heavy-tailed moving average processes (Q2280019) (← links)
• Inference in heavy-tailed vector error correction models (Q2294452) (← links)
• Robust causality test of infinite variance processes (Q2305988) (← links)
• Principal components analysis of regularly varying functions (Q2325395) (← links)
• On the extremes of a class of non-linear processes with heavy tailed innovations (Q2373836) (← links)
• Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes (Q2388986) (← links)
• A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities (Q2414851) (← links)
• Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails (Q2434470) (← links)
• A limit theorem for moving averages in the \(\alpha\)-stable domain of attraction (Q2434756) (← links)
• Stochastic volatility models with possible extremal clustering (Q2435218) (← links)
• On the properties of the coefficient of determination in regression models with infinite variance variables (Q2451781) (← links)