Weak convergence of the function-indexed integrated periodogram for infinite variance processes (Q627284): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q4217357 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5831514 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time series: theory and methods. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of the function-indexed integrated periodogram for infinite variance processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4247096 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical spectral processes and their applications to time series analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4410083 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extreme Value Theory for GARCH Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremes of Stochastic Volatility Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theory for the sample covariance and correlation functions of moving averages / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling teletraffic arrivals by a Poisson cluster process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5624436 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3694491 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Earthquake size distribution and earthquake insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: The integrated periodogram for long-memory processes with finite or infinite variance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation for infinite variance fractional ARIMA / rank
 
Normal rank
Property / cites work
 
Property / cites work: The integrated periodogram for stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4004188 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3997990 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4247106 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation for ARMA models with infinite variance innovations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniform convergence of the empirical spectral distribution function / rank
 
Normal rank
Property / cites work
 
Property / cites work: The maximum of the periodogram for a heavy-tailed sequence. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4327561 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3323077 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heavy-Tail Phenomena / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coalgebra and algebra structure on representations of general complex linear groups / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4301585 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5808925 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4143689 / rank
 
Normal rank

Latest revision as of 19:13, 3 July 2024

scientific article
Language Label Description Also known as
English
Weak convergence of the function-indexed integrated periodogram for infinite variance processes
scientific article

    Statements

    Weak convergence of the function-indexed integrated periodogram for infinite variance processes (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    28 February 2011
    0 references
    asymptotic theory
    0 references
    empirical spectral distribution
    0 references
    entropy
    0 references
    integrated periodogram
    0 references
    linear process
    0 references
    random quadratic form
    0 references
    spectral analysis
    0 references
    stable process
    0 references
    time series
    0 references
    weighted integrated periodogram
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references