Pages that link to "Item:Q1578593"

The following pages link to How misleading can sample ACFs of stable MAs be? (Very!) (Q1578593):

Displaying 15 items.

• Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows (Q270200) (← links)
• The perils of inferring serial dependence from sample autocorrelations of moving average series (Q452867) (← links)
• Stable marked point processes (Q997384) (← links)
• More limit theory for the sample correlation function of moving averages (Q1062404) (← links)
• Limit theory for the sample covariance and correlation functions of moving averages (Q1083818) (← links)
• Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains (Q1613597) (← links)
• The supremum of a negative drift random walk with dependent heavy-tailed steps. (Q1872494) (← links)
• Long memory and self-similar processes (Q2458948) (← links)
• Null flows, positive flows and the structure of stationary symmetric stable processes (Q2571695) (← links)
• The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
• Ruin probability with certain stationary stable claims generated by conservative flows (Q3590743) (← links)
• Empirical Testing Of The Infinite Source Poisson Data Traffic Model (Q4806054) (← links)
• Large sample theory for statistics of stable moving averages (Q4831096) (← links)
• A method for fitting stable autoregressive models using the autocovariation function (Q5952107) (← links)
• Testing nonlinearity of heavy-tailed time series (Q6643335) (← links)