Pages that link to "Item:Q1083818"
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The following pages link to Limit theory for the sample covariance and correlation functions of moving averages (Q1083818):
Displaying 50 items.
- Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains (Q1613597) (← links)
- The sample ACF of a simple bilinear process (Q1613623) (← links)
- Innovations algorithm for periodically stationary time series (Q1613633) (← links)
- On model Fitting and estimation of strictly stationary processes (Q1697205) (← links)
- Least tail-trimmed absolute deviation estimation for autoregressions with infinite/finite variance (Q1746546) (← links)
- Misspecification of noncausal order in autoregressive processes (Q1754523) (← links)
- Whittle estimation in a heavy-tailed GARCH(1,1) model. (Q1766031) (← links)
- Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise (Q1805794) (← links)
- The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140) (← links)
- Consistency for least squares regression estimators with infinite variance data (Q1822869) (← links)
- Discrimination distance bounds and statistical applications (Q1826204) (← links)
- Maximum likelihood estimators in regression models with infinite variance innovations (Q1871690) (← links)
- The supremum of a negative drift random walk with dependent heavy-tailed steps. (Q1872494) (← links)
- Limit theory and bootstrap for explosive and partially explosive autoregression (Q1893864) (← links)
- Fractional ARIMA with stable innovations (Q1909951) (← links)
- Strong approximation for cross-covariances of linear variables with long-range dependence (Q1910903) (← links)
- A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \(\alpha \)-stable motions (Q1934478) (← links)
- The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
- Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration (Q1994896) (← links)
- Sample covariances of random-coefficient AR(1) panel model (Q2008620) (← links)
- Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
- Extremal dependence measure for functional data (Q2078556) (← links)
- Limit theorems for a correlated moving window model (Q2081684) (← links)
- Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
- Long-term prediction of the metals' prices using non-Gaussian time-inhomogeneous stochastic process (Q2139685) (← links)
- Trimmed portmanteau test for linear processes with infinite variance (Q2267596) (← links)
- Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study (Q2270190) (← links)
- Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions (Q2270877) (← links)
- Serial dependence in ARCH-models as measured by tail dependence coefficients (Q2271709) (← links)
- Inference in heavy-tailed vector error correction models (Q2294452) (← links)
- Robust causality test of infinite variance processes (Q2305988) (← links)
- On the sample autocovariance of a Lévy driven moving average process when sampled at a renewal sequence (Q2317312) (← links)
- Principal components analysis of regularly varying functions (Q2325395) (← links)
- Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes (Q2388986) (← links)
- Modified unit root tests with nuisance parameter free asymptotic distributions (Q2397961) (← links)
- A Gini-based time series analysis and test for reversibility (Q2423186) (← links)
- Marked empirical processes for non-stationary time series (Q2435236) (← links)
- On the properties of the coefficient of determination in regression models with infinite variance variables (Q2451781) (← links)
- Identification of moving average process with infinite variance (Q2467384) (← links)
- Characterizations and examples of hidden regular variation (Q2488443) (← links)
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
- Gaussian limit fields for the integrated periodogram (Q2564698) (← links)
- Extremes of Volterra series expansions with heavy-tailed innovations (Q2573537) (← links)
- Sample cross-correlations for moving averages with regularly varying tails (Q2744936) (← links)
- Filtering, prediction and simulation methods for noncausal processes (Q2802915) (← links)
- Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040) (← links)
- Estimation for non-negative time series with heavy-tail innovations (Q2852483) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- Stable Autoregressive Models and Signal Estimation (Q2920015) (← links)
- Subsampling inference for the mean of heavy-tailed long-memory time series (Q2930904) (← links)
