Pages that link to "Item:Q2744936"
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The following pages link to Sample cross-correlations for moving averages with regularly varying tails (Q2744936):
Displaying 8 items.
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- Modeling and simulation with operator scaling (Q608214) (← links)
- Limit theory for the sample covariance and correlation functions of moving averages (Q1083818) (← links)
- Periodic moving averages of random variables with regularly varying tails (Q1359424) (← links)
- Moving averages of random vectors with regularly varying tails (Q2703261) (← links)
- Testing for a change in correlation at an unknown point in time using an extended functional delta method (Q2890704) (← links)
- (Q3142066) (← links)