Pages that link to "Item:Q1807140"
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The following pages link to The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140):
Displaying 10 items.
- Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors (Q6170139) (← links)
- A note on the tails of the GO-GARCH process (Q6537774) (← links)
- Robust inference in AR-G/GARCH models under model uncertainty (Q6546439) (← links)
- Asymptotics for credit portfolio losses due to defaults in a multi-sector model (Q6573348) (← links)
- Robust estimation of (partial) autocorrelation (Q6604458) (← links)
- Phase transition for extremes of a family of stationary multiple-stable processes (Q6616047) (← links)
- Inference for Heavy-Tailed and Multiple-Threshold Double Autoregressive Models (Q6616615) (← links)
- Testing the Multivariate Regular Variation Model (Q6617812) (← links)
- Tail processes for stable-regenerative multiple-stable model (Q6635734) (← links)
- New robust inference for predictive regressions (Q6667297) (← links)
