Large sample theory for statistics of stable moving averages (Q4831096): Difference between revisions

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+Point process and partial sum convergence for weakly dependent random variables with infinite variance
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+The sample autocorrelations of heavy-tailed processes with applications to ARCH
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+Limit theory for moving averages of random variables with regularly varying tail probabilities
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+Limit theory for the sample covariance and correlation functions of moving averages
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+Spectral estimates and stable processes
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+Limit distributions of self-normalized sums
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+Large sample confidence regions based on subsamples under minimal assumptions
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+Subsampling for heteroskedastic time series
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+Heavy tail modeling and teletraffic data. (With discussions and rejoinder)
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+How misleading can sample ACFs of stable MAs be? (Very!)
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+Tail index estimation for dependent data
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+Subsampling inference for the mean in the heavy-tailed case.
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+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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