Pages that link to "Item:Q5397967"
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The following pages link to Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series (Q5397967):
Displaying 5 items.
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- On model Fitting and estimation of strictly stationary processes (Q1697205) (← links)
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
- Subsampling inference for the mean of heavy-tailed long-memory time series (Q2930904) (← links)
- Small-sample Autocorrelation Structure for Long-memory Time Series (Q3486698) (← links)
