Pages that link to "Item:Q1568300"
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The following pages link to On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages (Q1568300):
Displaying 15 items.
- Memory properties of transformations of linear processes (Q523450) (← links)
- Nonparametric density estimation for linear processes with infinite variance (Q730761) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- Stable limits of empirical processes of moving averages with infinite variance. (Q1766034) (← links)
- Asymptotics of empirical processes of long memory moving averages with infinite variance. (Q1879517) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
- Nonparametric quantile regression with heavy-tailed and strongly dependent errors (Q1934479) (← links)
- A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages (Q2184590) (← links)
- Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation (Q2469667) (← links)
- On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777) (← links)
- Stable random fields, point processes and large deviations (Q5962609) (← links)
- Limit theorems for functionals of long memory linear processes with infinite variance (Q6145598) (← links)
- A tail index estimation for long memory processes (Q6622514) (← links)