Pages that link to "Item:Q2703261"
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The following pages link to Moving averages of random vectors with regularly varying tails (Q2703261):
Displaying 13 items.
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- Trimmed sums of long range dependent moving averages (Q951214) (← links)
- Limit theory for moving averages of random variables with regularly varying tail probabilities (Q1056976) (← links)
- Periodic moving averages of random variables with regularly varying tails (Q1359424) (← links)
- Limit laws for symmetric \(k\)-tensors of regularly varying measures (Q1578060) (← links)
- Moment estimator for random vectors with heavy tails (Q1808842) (← links)
- Topological crackle of heavy-tailed moving average processes (Q2280019) (← links)
- Sample cross-correlations for moving averages with regularly varying tails (Q2744936) (← links)
- Limit Theory for High Frequency Sampled MCARMA Models (Q3191826) (← links)
- Moving averages with random coefficients and random coefficient autoregressive models (Q3987848) (← links)
- TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS (Q4917229) (← links)
- Hidden regular variation of moving average processes with heavy-tailed innovations (Q5245629) (← links)
- Moving averages for Gaussian simulation in two and three dimensions (Q5935077) (← links)