The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1214/aos/1024691368
+Normal rank
@@ Property / OpenAlex ID @@
+W2009756259
@@ Property / OpenAlex ID: W2009756259 / rank @@
+Normal rank
@@ Property / cites work @@
+Periodic moving averages of random variables with regularly varying tails
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5525727
@@ Property / cites work: Q5525727 / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Point process and partial sum convergence for weakly dependent random variables with infinite variance
+Normal rank
@@ Property / cites work @@
+Limit theory for the sample covariance and correlation matrix functions of a class of multivariate linear processes
+Normal rank
@@ Property / cites work @@
+Q3788883
@@ Property / cites work: Q3788883 / rank @@
+Normal rank
@@ Property / cites work @@
+More limit theory for the sample correlation function of moving averages
+Normal rank
@@ Property / cites work @@
+Limit theory for the sample covariance and correlation functions of moving averages
+Normal rank
@@ Property / cites work @@
+Limit theory for bilinear processes with heavy-tailed noise
+Normal rank
@@ Property / cites work @@
+Tail behaviour of the stationary density of general non-linear autoregressive processes of order 1
+Normal rank
@@ Property / cites work @@
+Implicit renewal theory and tails of solutions of random equations
+Normal rank
@@ Property / cites work @@
+From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
+Normal rank
@@ Property / cites work @@
+Q5624460
@@ Property / cites work: Q5624460 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3333815
@@ Property / cites work: Q3333815 / rank @@
+Normal rank
@@ Property / cites work @@
+Random difference equations and renewal theory for products of random matrices
+Normal rank
@@ Property / cites work @@
+Extremes and related properties of random sequences and processes
+Normal rank
@@ Property / cites work @@
+Extremal theory for stochastic processes
@@ Property / cites work: Extremal theory for stochastic processes / rank @@
+Normal rank
@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
+Normal rank
@@ Property / cites work @@
+Q4247098
@@ Property / cites work: Q4247098 / rank @@
+Normal rank
@@ Property / cites work @@
+Point processes, regular variation and weak convergence
+Normal rank
@@ Property / cites work @@
+Q4247105
@@ Property / cites work: Q4247105 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank