Pages that link to "Item:Q1897166"
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The following pages link to Point process and partial sum convergence for weakly dependent random variables with infinite variance (Q1897166):
Displaying 50 items.
- Functional weak convergence of partial maxima processes (Q262528) (← links)
- Erratum to: ``Modeling clusters of extreme values'' (Q262543) (← links)
- Spectral gap properties for linear random walks and Pareto's asymptotics for affine stochastic recursions (Q297434) (← links)
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- Large deviations for solutions to stochastic recurrence equations under Kesten's condition (Q359689) (← links)
- Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
- Weak quenched limiting distributions for transient one-dimensional random walk in a random environment (Q372562) (← links)
- Clustering of Markov chain exceedances (Q373538) (← links)
- Editorial: Special issue on time series extremes (Q508716) (← links)
- A complete convergence theorem for stationary regularly varying multivariate time series (Q508726) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- The extremogram: a correlogram for extreme events (Q605880) (← links)
- Multivariate linear recursions with Markov-dependent coefficients (Q631617) (← links)
- High-level dependence in time series models (Q650680) (← 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)
- On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
- Ergodic theory, abelian groups and point processes induced by stable random fields (Q964783) (← links)
- Convergence to Lévy stable processes under some weak dependence conditions (Q988675) (← links)
- Subsampling tests for the mean change point with heavy-tailed innovations (Q1013151) (← links)
- Regularly varying multivariate time series (Q1016605) (← links)
- Convergence of point processes with weakly dependent points (Q1047155) (← links)
- Limit theory for bilinear processes with heavy-tailed noise (Q1354837) (← links)
- Minimal conditions in \(p\)-stable limit theorems. II (Q1382546) (← links)
- On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages (Q1568300) (← links)
- A note on logarithmic tail asymptotics and mixing (Q1579846) (← links)
- The sample ACF of a simple bilinear process (Q1613623) (← links)
- An invariance principle for sums and record times of regularly varying stationary sequences (Q1626622) (← links)
- The tail process revisited (Q1633433) (← links)
- Tail measure and spectral tail process of regularly varying time series (Q1634191) (← links)
- Clusters of extremes: modeling and examples (Q1692076) (← links)
- Some properties of stochastic volatility model that are induced by its volatility sequence (Q1731258) (← links)
- Poisson limits for \(U\)-statistics. (Q1766076) (← links)
- Continuity and boundedness of infinitely divisible processes: A Poisson point process approach (Q1776119) (← links)
- The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140) (← links)
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
- On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables (Q1909952) (← links)
- The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
- Random linear recursions with dependent coefficients (Q1957152) (← links)
- Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration (Q1994896) (← links)
- Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
- Spectral tail processes and max-stable approximations of multivariate regularly varying time series (Q2000137) (← links)
- Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
- Precise large deviations for dependent subexponential variables (Q2040065) (← links)
- On extremal index of max-stable random fields (Q2044290) (← links)
- Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (Q2044397) (← links)
- Quantile inference for nonstationary processes with infinite variance innovations (Q2057405) (← links)
- Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices (Q2077358) (← links)
- Limit theorems for branching processes with immigration in a random environment (Q2093407) (← links)
- Principal component analysis of infinite variance functional data (Q2101477) (← links)
