The following pages link to (Q4247105):
Displayed 10 items.
- Tail index estimation for dependent data (Q1296719) (← links)
- Parameter estimation for moving averages with positive innovations (Q1354836) (← links)
- How misleading can sample ACFs of stable MAs be? (Very!) (Q1578593) (← links)
- Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains (Q1613597) (← links)
- The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140) (← links)
- Long strange segments of a stochastic process. (Q1872448) (← links)
- The supremum of a negative drift random walk with dependent heavy-tailed steps. (Q1872494) (← links)
- Quotient correlation: a sample based alternative to Pearson's correlation (Q2426632) (← links)
- Limit Theorems for Moving Averages with Random Coefficients and Heavy-Tailed Noise (Q5489003) (← links)
- AN EMPIRICAL STUDY OF THE ASYMPTOTIC LAWS OF SOME ESTIMATORS OF GENERALIZED ASSOCIATION PARAMETER AND SIGNED SYMMETRIC COVARIATION COEFFICIENT (Q5865367) (← links)