Pages that link to "Item:Q3147830"

The following pages link to Point process convergence of stochastic volatility processes with application to sample autocorrelation (Q3147830):

Displaying 25 items.

• Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows (Q270200) (← links)
• A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
• Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
• Towards estimating extremal serial dependence via the bootstrapped extremogram (Q528029) (← links)
• The extremogram: a correlogram for extreme events (Q605880) (← links)
• The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
• Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
• Convergence of point processes with weakly dependent points (Q1047155) (← links)
• Asymptotic behaviour of the sample autocovariance and autocorrelation function of the \(AR(1)\) process with \(\text{ARCH}(1)\) errors (Q1611570) (← links)
• Inference on the tail process with application to financial time series modeling (Q1644260) (← 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)
• The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
• Statistical inference for heavy tailed series with extremal independence (Q2303022) (← links)
• The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails (Q2325386) (← links)
• The tail empirical process for long memory stochastic volatility models with leverage (Q2326064) (← links)
• Heavy tailed time series with extremal independence (Q2352978) (← links)
• Stochastic volatility models with possible extremal clustering (Q2435218) (← links)
• The convex hull of consecutive pairs of observations from some time series models (Q2443887) (← links)
• Measures of serial extremal dependence and their estimation (Q2447645) (← links)
• A Fourier analysis of extreme events (Q2448713) (← links)
• Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations (Q2571701) (← links)
• Risk measures and multivariate extensions of Breiman's theorem (Q2897148) (← links)
• Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)
• Almost sure limit theorems for the maxima of stochastic volatility models (Q5086638) (← links)