scientific article; zbMATH DE number 2042828
From MaRDI portal
Publication:4450683
zbMath1045.62092MaRDI QIDQ4450683
Publication date: 15 February 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Infinitely divisible distributions; stable distributions (60E07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Related Items (11)
Localized level crossing random walk test robust to the presence of structural breaks ⋮ Asymptotic theory for curve-crossing analysis ⋮ Limit theorems for functionals of long memory linear processes with infinite variance ⋮ Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation ⋮ On linear processes with dependent innovations ⋮ \(M\)-estimation of linear models with dependent errors ⋮ M-estimation in nonparametric regression under strong dependence and infinite variance ⋮ On nonparametric prediction of linear processes ⋮ Central limit theorem for linear processes with infinite variance ⋮ Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence ⋮ On the Bahadur representation of sample quantiles for dependent sequences
This page was built for publication:
