α-stable laws for noncoding regions in DNA sequences

DOI10.1080/02664760903406447OpenAlexW1985973524WikidataQ57710944 ScholiaQ57710944MaRDI QIDQ5124753

Sílvia R. C. Lopes, Raquel Romes Linhares, Nuno Crato

Publication date: 30 September 2020

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

Full work available at URL: https://doi.org/10.1080/02664760903406447

zbMATH Keywords

Hill estimatorgeneralized Pareto distributionlong memory models\(\alpha\)-stable law

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

A Bayesian approach for estimating the parameters of an α-stable distribution ⋮ Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations

Cites Work

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• Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
• A simple general approach to inference about the tail of a distribution
• Autoregressive modeling and feature analysis of DNA sequences
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
• Statistical properties of detrended fluctuation analysis
• Spectral analysis for categorical time series: Scaling and the spectral envelope
• Correlations in DNA sequences across the three domains of life

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