Pages that link to "Item:Q1259115"

The following pages link to A bivariate stable characterization and domains of attraction (Q1259115):

Displaying 50 items.

• Estimation of the linear fractional stable motion (Q98645) (← links)
• Trimmed stable AR(1) processes (Q404137) (← links)
• On regular variation of probability densities (Q579734) (← links)
• Vertices with fixed outdegrees in large Galton-Watson trees (Q782806) (← links)
• Domains of attraction and regular variation in \({\mathbb{R}}^ d\) (Q791974) (← links)
• Regular variation in \({\mathbb{R}}^ k\) and vector-normed domains of attraction (Q805053) (← links)
• Defining extremes and trimming by minimum covering sets (Q916195) (← links)
• An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
• Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence (Q1045793) (← links)
• Domains of attraction of nonnormal operator-stable laws (Q1080264) (← links)
• Moments of distributions attracted to operator-stable laws (Q1099477) (← links)
• Joint stable attraction of two sums of products (Q1102026) (← links)
• A bivariate local limit theorem (Q1173953) (← links)
• Cointegrated processes with infinite variance innovations (Q1296604) (← links)
• On the joint distribution of ladder variables of random walk (Q1326326) (← links)
• New characterization of Marshall-Olkin-type distributions via bivariate random summation scheme (Q1380645) (← links)
• Test of association between multivariate stable vectors. (Q1596878) (← links)
• Statistical inference in regression with heavy-tailed integrated variables (Q1600535) (← links)
• Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (Q1644434) (← links)
• Operator geometric stable laws (Q1765616) (← links)
• On a multivariate strong renewal theorem (Q1800934) (← links)
• Moment estimator for random vectors with heavy tails (Q1808842) (← links)
• Local asymptotic normality and mixed normality for Markov statistical models (Q1826192) (← links)
• Rates of convergence in the operator-stable limit theorem (Q1908204) (← links)
• Inference for spatial autoregressive models with infinite variance noises (Q1995608) (← links)
• Convex hulls of stable random walks (Q2082676) (← links)
• CQR-based inference for the infinite-variance nearly nonstationary autoregressive models (Q2113611) (← links)
• Random walks in a strongly sparse random environment (Q2182624) (← links)
• Noncausal counting processes: a queuing perspective (Q2233556) (← links)
• Functional limit theorem without centering for general shot-noise processes (Q2234398) (← links)
• Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors (Q2330528) (← links)
• Marked empirical processes for non-stationary time series (Q2435236) (← links)
• Positivity of integrated random walks (Q2438260) (← links)
• Strong renewal theorems and local large deviations for multivariate random walks and renewals (Q2631873) (← links)
• Unit root bootstrap tests under infinite variance (Q2930899) (← links)
• <i>M</i>-ESTIMATION FOR A SPATIAL UNILATERAL AUTOREGRESSIVE MODEL WITH INFINITE VARIANCE INNOVATIONS (Q2995418) (← links)
• M-estimation for near unit roots in spatial autoregression with infinite variance (Q3106390) (← links)
• Hidden Regular Variation and Detection of Hidden Risks (Q3113803) (← links)
• MULTIVARIATE STABLE FUTURES PRICES (Q3126228) (← links)
• The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
• Limit theory for autoregressive-parameter estimates in an infinite-variance random walk (Q3473953) (← links)
• Domains of attraction of the random vector (<i>X</i>, <i>X</i> ²) and applications (Q3498584) (← links)
• MULTIVARIATE AUTOREGRESSION OF ORDER ONE WITH INFINITE VARIANCE INNOVATIONS (Q3632396) (← links)
• Harmonic renewal measures and bivariate domains of attraction in fluctuation theory (Q3956181) (← links)
• UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS (Q4471134) (← links)
• DNA melting structures in the generalized Poland-Scheraga model (Q4585090) (← links)
• UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
• Bootstrapping the mean vector for the observations in the domain of attraction of a multivariate stable law (Q4639148) (← links)
• EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS (Q4979495) (← links)
• NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS (Q5012628) (← links)