The following pages link to (Q5434018):
Displaying 14 items.
- A unified approach to self-normalized block sampling (Q288844) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Tail index estimation in the presence of long-memory dynamics (Q425381) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Memory properties of transformations of linear processes (Q523450) (← links)
- On linear models with long memory and heavy-tailed errors (Q618159) (← links)
- Self-normalization: taming a wild population in a heavy-tailed world (Q1650693) (← links)
- Computer-intensive rate estimation, diverging statistics and scanning (Q2456022) (← links)
- A self-normalized central limit theorem for Markov random walks (Q2898915) (← links)
- Subsampling inference for the mean of heavy-tailed long-memory time series (Q2930904) (← links)
- Inducing normality from non-Gaussian long memory time series and its application to stock return data (Q3103156) (← links)
- Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)
- Self-Normalization for Time Series: A Review of Recent Developments (Q5367488) (← links)
- Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series (Q5397967) (← links)
