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

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+Periodic moving averages of random variables with regularly varying tails
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+Time series: theory and methods.
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+Point process and partial sum convergence for weakly dependent random variables with infinite variance
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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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+Limit theory for bilinear processes with heavy-tailed noise
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+Tail behaviour of the stationary density of general non-linear autoregressive processes of order 1
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+Implicit renewal theory and tails of solutions of random equations
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+From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
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+Random difference equations and renewal theory for products of random matrices
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+Point processes, regular variation and weak convergence
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@@ Property / DOI: 10.1214/AOS/1024691368 / rank @@
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+Publication:1807140