Pages that link to "Item:Q1354837"

The following pages link to Limit theory for bilinear processes with heavy-tailed noise (Q1354837):

Displaying 50 items.

• Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows (Q270200) (← links)
• A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
• Heavy tails of OLS (Q528137) (← links)
• Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (Q626283) (← links)
• Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
• Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (Q655316) (← links)
• Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
• On Kesten's counterexample to the Cramér-Wold device for regular variation (Q850734) (← links)
• Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks (Q907282) (← links)
• Approximation of the tail probability of randomly weighted sums and applications (Q1004411) (← links)
• Asymptotic tail probabilities of sums of dependent subexponential random variables (Q1047152) (← links)
• Tail index estimation for dependent data (Q1296719) (← links)
• Parameter estimation for moving averages with positive innovations (Q1354836) (← links)
• How misleading can sample ACFs of stable MAs be? (Very!) (Q1578593) (← links)
• Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains (Q1613597) (← links)
• The sample ACF of a simple bilinear process (Q1613623) (← links)
• The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140) (← links)
• How to make a Hill plot. (Q1848777) (← links)
• The supremum of a negative drift random walk with dependent heavy-tailed steps. (Q1872494) (← links)
• The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
• The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
• Robust causality test of infinite variance processes (Q2305988) (← links)
• On the extremes of a class of non-linear processes with heavy tailed innovations (Q2373836) (← links)
• Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
• Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations (Q2485834) (← links)
• On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process (Q2497786) (← links)
• Second order risk aggregation with the Bernstein copula (Q2513630) (← links)
• Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations (Q2571701) (← links)
• Extremes of Volterra series expansions with heavy-tailed innovations (Q2573537) (← links)
• Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
• Integer-valued bilinear model with dependent counting series (Q2671231) (← links)
• Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
• INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL (Q2937713) (← links)
• On extremal behavior of aggregation of largest claims (Q2980148) (← links)
• Ruin probabilities in a discrete time risk model with dependent risks of heavy tail (Q3077737) (← links)
• Tail Behavior of Randomly Weighted Sums (Q3167339) (← links)
• Regular Variation of Infinite Series of Processes with Random Coefficients (Q3191887) (← links)
• ON THE TAIL BEHAVIORS OF A FAMILY OF GARCH PROCESSES (Q3408523) (← links)
• A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares (Q3603204) (← links)
• Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (Q3619670) (← links)
• SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION (Q4562948) (← links)
• Empirical Testing Of The Infinite Source Poisson Data Traffic Model (Q4806054) (← links)
• ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
• Consistency of the Hill Estimator for Time Series Observed with Measurement Errors (Q5111854) (← links)
• TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
• A Family of Markov‐Switching Garch Processes (Q5397964) (← links)
• The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance (Q5430560) (← links)
• Limit Theorems for Moving Averages with Random Coefficients and Heavy-Tailed Noise (Q5489003) (← links)
• Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors (Q5860900) (← links)
• An integer-valued bilinear time series model via two random operators (Q5861147) (← links)