Pages that link to "Item:Q1011549"
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The following pages link to On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549):
Displaying 16 items.
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- The extremogram: a correlogram for extreme events (Q605880) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity (Q2000861) (← links)
- Quantile correlation coefficient: a new tail dependence measure (Q2165833) (← links)
- Are there common values in first-price auctions? A tail-index nonparametric test (Q2439866) (← links)
- A Fourier analysis of extreme events (Q2448713) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
- CHANGE POINT TESTS FOR THE TAIL INDEX OF<i>β</i>-MIXING RANDOM VARIABLES (Q5357392) (← links)
- Tail adversarial stability for regularly varying linear processes and their extensions (Q6151141) (← links)
- Extremal Dependence-Based Specification Testing of Time Series (Q6190738) (← links)
- Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis (Q6567938) (← links)
