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.

• Functional weak convergence of partial maxima processes (Q262528) (← links)
• Functional convergence of linear processes with heavy-tailed innovations (Q300283) (← links)
• Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
• A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
• Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793) (← links)
• Trimmed stable AR(1) processes (Q404137) (← links)
• Empirical processes for infinite variance autoregressive models (Q413784) (← links)
• Tail index estimation in the presence of long-memory dynamics (Q425381) (← links)
• Extreme value theory for nonstationary random coefficients time series with regularly varying tails (Q427977) (← links)
• Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows (Q482839) (← links)
• The distribution of the maximum of a first order moving average: the continuous case (Q483511) (← links)
• Asymptotics of self-weighted M-estimators for autoregressive models (Q506578) (← links)
• On the measurement and treatment of extremes in time series (Q508717) (← links)
• A complete convergence theorem for stationary regularly varying multivariate time series (Q508726) (← links)
• Model identification for infinite variance autoregressive processes (Q528139) (← links)
• The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution (Q627285) (← links)
• High-level dependence in time series models (Q650680) (← links)
• A note on the normalizing sequences for sums of linear processes in the case of negative memory (Q683359) (← links)
• Spectral estimates and stable processes (Q689470) (← links)
• A functional limit theorem for dependent sequences with infinite variance stable limits (Q690870) (← links)
• Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
• Time-changed extremal process as a random sup measure (Q726725) (← links)
• The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables (Q732151) (← links)
• Estimating the parameters of rare events (Q756321) (← links)
• The Durbin-Watson ratio under infinite-variance errors (Q756340) (← links)
• Limiting distribution of sums of nonnegative stationary random variables (Q801366) (← links)
• Extremes of moving averages of random variables with finite endpoint (Q804081) (← links)
• Bivariate statistical analysis of TCP-flow sizes and durations (Q839874) (← links)
• Moment-based tail index estimation (Q872094) (← links)
• An empirical likelihood approach for symmetric \(\alpha\)-stable processes (Q888475) (← links)
• Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
• Ergodic theory, abelian groups and point processes induced by stable random fields (Q964783) (← links)
• Functional limit theorems for linear processes in the domain of attraction of stable laws (Q973178) (← links)
• Convergence to Lévy stable processes under some weak dependence conditions (Q988675) (← links)
• Sample autocovariances of long-memory time series (Q1002560) (← links)
• Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
• Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws (Q1009486) (← links)
• Convergence of point processes with weakly dependent points (Q1047155) (← links)
• More limit theory for the sample correlation function of moving averages (Q1062404) (← links)
• Extreme value theory for suprema of random variables with regularly varying tail probabilities (Q1079865) (← links)
• A limit theorem for sums of i.i.d. random variables with slowly varying tail probability (Q1088276) (← links)
• Weighted sums of i.i.d. random variables attracted to integrals of stable processes (Q1092510) (← links)
• A ratio limit theorem for the tails of weighted sums (Q1098479) (← links)
• On the characterization of certain point processes (Q1103267) (← links)
• Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution (Q1110898) (← links)
• Extreme value theory for dependent sequences via the Stein-Chen method of Poisson approximation (Q1113170) (← links)
• M-estimation for autoregression with infinite variance (Q1185791) (← links)
• Convergence rates in the central limit theorem for means of autoregressive and moving average sequences (Q1201762) (← links)
• \(\alpha\)-stable limit theorems for sums of dependent random vectors (Q1263159) (← links)
• Gauss-Newton and M-estimation for ARMA processes with infinite variance (Q1272156) (← links)