Subsampling the mean of heavy‐tailed dependent observations (Q4828178): Difference between revisions

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-Piotr S. Kokoszka
@@ Property / author: Piotr S. Kokoszka / rank @@
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@@ Property / author @@
+Piotr S. Kokoszka
@@ Property / author: Piotr S. Kokoszka / rank @@
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+MaRDI publication profile
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+W3124170919
@@ Property / OpenAlex ID: W3124170919 / rank @@
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@@ Property / cites work @@
+A characterization of multivariate regular variation.
+Normal rank
@@ Property / cites work @@
+Regular variation of GARCH processes.
@@ Property / cites work: Regular variation of GARCH processes. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4269108
@@ Property / cites work: Q4269108 / 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 @@
+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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@@ Property / cites work @@
+Linear prediction of ARMA processes with infinite variance
+Normal rank
@@ Property / cites work @@
+The sample autocorrelations of heavy-tailed processes with applications to ARCH
+Normal rank
@@ Property / cites work @@
+Mixing: Properties and examples
@@ Property / cites work: Mixing: Properties and examples / rank @@
+Normal rank
@@ Property / cites work @@
+Q3999383
@@ Property / cites work: Q3999383 / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation for infinite variance fractional ARIMA
+Normal rank
@@ Property / cites work @@
+Can One Use the Durbin–Levinson Algorithm to Generate Infinite Variance Fractional ARIMA Time Series?
+Normal rank
@@ Property / cites work @@
+ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL  CORRELATION AND HEAVY-TAILED DISTRIBUTIONS
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@@ Property / cites work @@
+Q2719286
@@ Property / cites work: Q2719286 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4828178