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 43 items.
- Electricity spot price modelling with a view towards extreme spike risk (Q2994839) (← links)
- Weighted quantile regression for AR model with infinite variance errors (Q3145394) (← links)
- Including Long-Range Dependence in Integrate-and-Fire Models of the High Interspike-Interval Variability of Cortical Neurons (Q3160481) (← links)
- ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES (Q3450350) (← links)
- A Gini Autocovariance Function for Time Series Modelling (Q3452743) (← links)
- Limit theory for the sample covariance and correlation matrix functions of a class of multivariate linear processes (Q3479375) (← links)
- Portmanteau tests for ARMA models with infinite variance (Q3552840) (← links)
- Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations (Q3552846) (← links)
- A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares (Q3603204) (← links)
- Modelling of extremal events in insurance and finance (Q4289816) (← links)
- UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS (Q4471134) (← links)
- Noncausal Autoregressive Model in Application to Bitcoin/USD Exchange Rates (Q4558822) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
- ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER (Q4696579) (← links)
- Asymptotics of the sample mean and sample covariance of long-range-dependent series (Q4822475) (← links)
- Large sample theory for statistics of stable moving averages (Q4831096) (← links)
- Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)
- On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models (Q4999850) (← links)
- Automated Estimation of Heavy-Tailed Vector Error Correction Models (Q5041351) (← links)
- Estimating the tail conditional expectation of Walmart stock data (Q5147650) (← links)
- Heavy-tailed distributions, correlations, kurtosis and Taylor’s Law of fluctuation scaling (Q5161220) (← links)
- MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES (Q5205276) (← links)
- Time series AR(1) model for short-tailed distributions (Q5312724) (← links)
- The influence of dependence on data network models (Q5387078) (← links)
- Non‐stationary autoregressive processes with infinite variance (Q5397966) (← links)
- Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series (Q5397967) (← links)
- ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE (Q5403110) (← links)
- A Portmanteau Test for ARMA Processes with Infinite Variance (Q5415873) (← links)
- Limit Theorems for Moving Averages with Random Coefficients and Heavy-Tailed Noise (Q5489003) (← links)
- Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors (Q5860900) (← links)
- Robust inference in conditionally heteroskedastic autoregressions (Q5860968) (← links)
- A method for fitting stable autoregressive models using the autocovariation function (Q5952107) (← links)
- Time series estimation of the dynamic effects of disaster-type shocks (Q6163275) (← links)
- Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators (Q6190331) (← links)
- Generalized Covariance Estimator (Q6190741) (← links)
- Alternative dependency measures-based approach for estimation of the α–stable periodic autoregressive model (Q6558493) (← links)
- Robust inference theory for non-regular time series models and its extensions (Q6601515) (← links)
- Gini autocovariance function used for time series with heavy-tail distributions (Q6602195) (← links)
- Robust estimation of (partial) autocorrelation (Q6604458) (← links)
- Wavelet variances for heavy-tailed time series (Q6615745) (← links)
- Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling (Q6626284) (← links)
- Testing nonlinearity of heavy-tailed time series (Q6643335) (← links)
- Inference on GARCH-MIDAS models without any small-order moment (Q6667299) (← links)
