A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular ℤ<sup><i>d</i></sup>-actions (Q4684933): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q4342005 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4845377 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3502469 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stable random fields, point processes and large deviations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Whittle estimator for finite-variance non-Gaussian time series with long memory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extrapolation of stable random fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2770573 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremes and related properties of random sequences and processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin probability with claims modeled by a stationary ergodic stable process. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating long-range dependence in the presence of periodicity: An empirical study / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3771297 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Point processes associated with stationary stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Log-periodogram regression of time series with long range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the structure of stationary stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decomposition of stationary \(\alpha\)-stable random fields. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodic theory, abelian groups and point processes induced by stable random fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stationary symmetric \(\alpha\)-stable discrete parameter random fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long Range Dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4301585 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stable mixed moving averages / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4862600 / rank
 
Normal rank

Latest revision as of 17:00, 16 July 2024

scientific article; zbMATH DE number 6943634
Language Label Description Also known as
English
A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular ℤ<sup><i>d</i></sup>-actions
scientific article; zbMATH DE number 6943634

    Statements

    A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular ℤ<sup><i>d</i></sup>-actions (English)
    0 references
    0 references
    0 references
    0 references
    26 September 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    long range dependence
    0 references
    stationary S\(\alpha\)S random field
    0 references
    nonsingular group action
    0 references
    extreme value theory
    0 references
    statistical hypothesis testing
    0 references
    0 references
    0 references