Asymptotics of sample tail autocorrelations for tail-dependent time series: phase transition and visualization

DOI10.1093/BIOMET/ASAB038OpenAlexW3186747801MaRDI QIDQ5081569

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Publication date: 17 June 2022

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asab038

zbMATH Keywords

phase transitiondouble asymptoticstail adversarial stabilitytail autocorrelation functiontail-dependent time series

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Tail adversarial stability for regularly varying linear processes and their extensions

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