Pages that link to "Item:Q1062404"

The following pages link to More limit theory for the sample correlation function of moving averages (Q1062404):

Displaying 38 items.

• Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
• A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
• Empirical processes for infinite variance autoregressive models (Q413784) (← links)
• Model identification for infinite variance autoregressive processes (Q528139) (← links)
• Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
• The Durbin-Watson ratio under infinite-variance errors (Q756340) (← links)
• An empirical likelihood approach for symmetric \(\alpha\)-stable processes (Q888475) (← links)
• Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws (Q1009486) (← links)
• Convolution tails, product tails and domains of attraction (Q1065452) (← links)
• Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution (Q1110898) (← links)
• M-estimation for autoregression with infinite variance (Q1185791) (← links)
• A note on the asymptotic covariance matrix of the Yule-Walker estimator (Q1263209) (← links)
• Subexponentiality of the product of independent random variables (Q1315403) (← links)
• Limit theory for bilinear processes with heavy-tailed noise (Q1354837) (← links)
• The sample ACF of a simple bilinear process (Q1613623) (← links)
• The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140) (← links)
• Consistency for least squares regression estimators with infinite variance data (Q1822869) (← links)
• Fractional ARIMA with stable innovations (Q1909951) (← links)
• Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration (Q1994896) (← links)
• Extremal dependence measure for functional data (Q2078556) (← links)
• Homogeneous mappings of regularly varying vectors (Q2240484) (← links)
• Robust causality test of infinite variance processes (Q2305988) (← links)
• Central limit theorems for moving average processes (Q2393659) (← links)
• A Gini-based time series analysis and test for reversibility (Q2423186) (← links)
• Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance (Q2445492) (← links)
• On the properties of the coefficient of determination in regression models with infinite variance variables (Q2451781) (← links)
• Characterizations and examples of hidden regular variation (Q2488443) (← links)
• Extremes of Volterra series expansions with heavy-tailed innovations (Q2573537) (← links)
• The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
• Strong orthogonal decompositions and non-linear impulse response functions for infinite-variance processes (Q3417684) (← links)
• A Gini Autocovariance Function for Time Series Modelling (Q3452743) (← links)
• Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations (Q3552846) (← links)
• A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares (Q3603204) (← links)
• UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
• Asymptotics of the sample mean and sample covariance of long-range-dependent series (Q4822475) (← links)
• Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)
• Heavy-tailed distributions, correlations, kurtosis and Taylor’s Law of fluctuation scaling (Q5161220) (← links)
• Non‐stationary autoregressive processes with infinite variance (Q5397966) (← links)