Parameter estimation for moving averages with positive innovations (Q1354836): Difference between revisions

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+Time series: theory and methods.
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+Limit theory for the sample covariance and correlation functions of moving averages
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+Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
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+Limit theory for bilinear processes with heavy-tailed noise
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+Estimation for autoregressive processes with positive innovations
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+Limit distributions for linear programming time series estimators
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+Testing for independence in heavy tailed and positive innovation time series
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+Second-order regular variation and rates of convergence in extreme-value theory
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+Q3138643
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+Q3771297
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+Q4247105
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+Consistency of Hill's estimator for dependent data
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+Semidefinite Programming
@@ Property / cites work: Semidefinite Programming / rank @@
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+.1214/AOAP/1035463327
@@ Property / DOI: 10.1214/AOAP/1035463327 / rank @@
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+Publication:1354836