Pages that link to "Item:Q617913"

The following pages link to The tail empirical process for long memory stochastic volatility sequences (Q617913):

Displaying 21 items.

• Tail index estimation in the presence of long-memory dynamics (Q425381) (← links)
• On the measurement and treatment of extremes in time series (Q508717) (← links)
• Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
• Sequential monitoring of the tail behavior of dependent data (Q729715) (← links)
• Tail index estimation with a fixed tuning parameter fraction (Q899351) (← links)
• Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
• Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise (Q2059684) (← links)
• Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
• Statistical inference for heavy tailed series with extremal independence (Q2303022) (← links)
• The tail empirical process for long memory stochastic volatility models with leverage (Q2326064) (← links)
• Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process (Q2375847) (← links)
• Asymptotics of partial sums of linear processes with changing memory parameter (Q2393664) (← links)
• Estimation of the expected shortfall given an extreme component under conditional extreme value model (Q2417999) (← links)
• Stochastic volatility models with possible extremal clustering (Q2435218) (← links)
• Measures of serial extremal dependence and their estimation (Q2447645) (← links)
• Integral functionals and the bootstrap for the tail empirical process (Q2688188) (← links)
• On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
• Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series (Q5397967) (← links)
• Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations (Q5881419) (← links)
• Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series (Q6092958) (← links)
• A tail index estimation for long memory processes (Q6622514) (← links)