An empirical likelihood approach for symmetric \(\alpha\)-stable processes (Q888475): Difference between revisions

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+An empirical likelihood approach for symmetric \(\alpha\)-stable processes
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+Autoregressive and window estimates of the inverse correlation function
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+Time Series
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+Time series: theory and methods.
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+The Inverse Autocorrelations of a Time Series and Their Applications
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+Limit theory for moving averages of random variables with regularly varying tail probabilities
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+More limit theory for the sample correlation function of moving averages
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+Limit theory for the sample covariance and correlation functions of moving averages
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+How to make a Hill plot.
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+On tail index estimation using dependent data
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+Spectral estimates and stable processes
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+The integrated periodogram for stable processes
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+Parameter estimation for ARMA models with infinite variance innovations
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+The maximum of the periodogram for a heavy-tailed sequence.
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+Empirical likelihood confidence regions in time series models
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+AN EMPIRICAL LIKELIHOOD APPROACH FOR NON‐GAUSSIAN VECTOR STATIONARY PROCESSES AND ITS APPLICATION TO MINIMUM CONTRAST ESTIMATION
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+Empirical likelihood ratio confidence intervals for a single functional
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+Tail index estimation for dependent data
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+Multilinear forms in Pareto-like random variables and product random measures
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+W2146095036
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