A Dynamic Taylor’s law

DOI10.1017/jpr.2021.40zbMath1490.60134arXiv2010.10598OpenAlexW4283374625MaRDI QIDQ5087010

Yahia Salhi, Paul Doukhan, Victor H. de la Peña

Publication date: 8 July 2022

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.10598

zbMATH Keywords

central limit theoremweak dependenceself-normalized sumsTaylor's law

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Central limit and other weak theorems (60F05) Stochastic processes (60G99)

Cites Work

• Weakly dependent chains with infinite memory
• Asymptotics of the sample coefficient of variation and the sample dispersion
• The functional central limit theorem for strongly mixing processes
• Mixing: Properties and examples
• A new weak dependence condition and applications to moment inequalities
• Stochastic models for time series
• Gaussian and non-Gaussian linear time series and random fields
• Multivariate count autoregression
• A new covariance inequality and applications.
• Weak dependence. With examples and applications.
• On a Method of Calculation of Semi-Invariants
• Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
• Synchrony affects Taylor’s law in theory and data
• Taylor's law, via ratios, for some distributions with infinite mean
• Absolute regularity of semi-contractive GARCH-type processes
• Mixtures of Nonlinear Poisson Autoregressions
• Heavy-tailed distributions, correlations, kurtosis and Taylor’s Law of fluctuation scaling
• Dependent Lindeberg central limit theorem and some applications
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item