Pages that link to "Item:Q718889"

The following pages link to Stable limits for sums of dependent infinite variance random variables (Q718889):

Displaying 33 items.

• A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
• Large deviations for solutions to stochastic recurrence equations under Kesten's condition (Q359689) (← links)
• Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
• Extreme-value asymptotics for affine random walks (Q386672) (← links)
• Relative stability in strictly stationary random sequences (Q436291) (← links)
• Normex, a new method for evaluating the distribution of aggregated heavy tailed risks (Q482083) (← links)
• Modeling clusters of extreme values (Q483518) (← links)
• A complete convergence theorem for stationary regularly varying multivariate time series (Q508726) (← links)
• Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (Q655316) (← links)
• A note on the normalizing sequences for sums of linear processes in the case of negative memory (Q683359) (← links)
• A functional limit theorem for dependent sequences with infinite variance stable limits (Q690870) (← links)
• Convergence to Lévy stable processes under some weak dependence conditions (Q988675) (← links)
• Stable limits of sums of bounded functions of long memory moving averages with finite variance (Q1769779) (← links)
• Stable limits for Markov chains via the principle of conditioning (Q1986005) (← links)
• The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
• Two-sided bounds for \(L_p\)-norms of combinations of products of independent random variables (Q2258839) (← links)
• A multivariate functional limit theorem in weak \(M_1\) topology (Q2346974) (← links)
• Tail estimates for stochastic fixed point equations via nonlinear renewal theory (Q2447717) (← links)
• A Fourier analysis of extreme events (Q2448713) (← links)
• Number variance from a probabilistic perspective: infinite systems of independent Brownian motions and symmetric \(\alpha\)-stable processes. (Q2461993) (← links)
• Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation (Q2469667) (← links)
• On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
• Convergence of partial sum processes to stable processes with application for aggregation of branching processes (Q2673836) (← links)
• Targeting estimation of CCC-GARCH models with infinite fourth moments (Q2801995) (← links)
• On the Kesten–Goldie constant (Q2964238) (← links)
• On joint weak convergence of partial sum and maxima processes (Q5086520) (← links)
• Random iteration with place dependent probabilities (Q5122742) (← links)
• A bound in the stable ($\alpha $), $1 < \alpha \le 2$, limit theorem for associated random variables with infinite variance (Q5153157) (← links)
• (Q5346030) (← links)
• Heavy-Tailed Branching Process with Immigration (Q5745540) (← links)
• A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
• Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference (Q6157001) (← links)
• Stable sums to infer high return levels of multivariate rainfall time series (Q6626593) (← links)