Pages that link to "Item:Q1359424"
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The following pages link to Periodic moving averages of random variables with regularly varying tails (Q1359424):
Displaying 19 items.
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Bootstrap tests for structural change with infinite variance observations (Q731938) (← links)
- Approximations and limit theory for quadratic forms of linear processes (Q873607) (← links)
- Limit theory for the sample covariance and correlation functions of moving averages (Q1083818) (← links)
- A simple robust estimation method for the thickness of heavy tails (Q1299428) (← links)
- Innovations algorithm for periodically stationary time series (Q1613633) (← links)
- Estimation of time-varying ARMA models with Markovian changes in regime (Q1767737) (← links)
- The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140) (← links)
- Estimation of weak ARMA models with regime changes (Q1984643) (← links)
- Principal components analysis of regularly varying functions (Q2325395) (← links)
- Innovations algorithm asymptotics for periodically stationary time series with heavy tails (Q2482609) (← links)
- Uniform convergence of autocovariances (Q2483462) (← links)
- Sample cross-correlations for moving averages with regularly varying tails (Q2744936) (← links)
- Forecasting with prediction intervals for periodic autoregressive moving average models (Q2852490) (← links)
- Asymptotic results for Fourier-PARMA time series (Q4979099) (← links)
- Parsimonious time series modeling for high frequency climate data (Q5001028) (← links)
- Parameter Estimation for Periodically Stationary Time Series (Q5467614) (← links)
- Alternative dependency measures-based approach for estimation of the α–stable periodic autoregressive model (Q6558493) (← links)
- Wavelet variances for heavy-tailed time series (Q6615745) (← links)
