Pages that link to "Item:Q1807140"
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The following pages link to The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140):
Displaying 50 items.
- Functional weak convergence of partial maxima processes (Q262528) (← links)
- Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows (Q270200) (← links)
- The quantilogram: with an application to evaluating directional predictability (Q288359) (← links)
- Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process (Q389248) (← links)
- Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793) (← links)
- Trimmed stable AR(1) processes (Q404137) (← links)
- Relative stability in strictly stationary random sequences (Q436291) (← links)
- Rare-event asymptotics for the number of exceedances of multiplicative factor models (Q497492) (← links)
- A complete convergence theorem for stationary regularly varying multivariate time series (Q508726) (← links)
- Weak convergence of multivariate partial maxima processes (Q511987) (← links)
- Fat tails, VaR and subadditivity (Q528149) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- The extremogram: a correlogram for extreme events (Q605880) (← links)
- A functional limit theorem for dependent sequences with infinite variance stable limits (Q690870) (← links)
- Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
- On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
- Sequential monitoring of the tail behavior of dependent data (Q729715) (← links)
- Regular variation of order 1 nonlinear AR-ARCH models (Q886112) (← links)
- Convergence to Lévy stable processes under some weak dependence conditions (Q988675) (← links)
- Estimating the multivariate extremal index function (Q1002535) (← links)
- Subsampling tests for the mean change point with heavy-tailed innovations (Q1013151) (← links)
- Regularly varying multivariate time series (Q1016605) (← links)
- Regular variation and related results for the multivariate GARCH\((p,q)\) model with constant conditional correlations (Q1021853) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- Convergence of point processes with weakly dependent points (Q1047155) (← links)
- The sample ACF of a simple bilinear process (Q1613623) (← links)
- Modeling tails of aggregate economic processes in a stochastic growth model (Q1623510) (← links)
- Whittle estimation in a heavy-tailed GARCH(1,1) model. (Q1766031) (← links)
- Regular variation of GARCH processes. (Q1766073) (← links)
- Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences. (Q1808834) (← links)
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
- Empirical process of the squared residuals of an ARCH sequence (Q1848867) (← links)
- A model for long memory conditional heteroscedasticity. (Q1872488) (← links)
- The supremum of a negative drift random walk with dependent heavy-tailed steps. (Q1872494) (← links)
- The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
- Stable limits for Markov chains via the principle of conditioning (Q1986005) (← links)
- Spectral tail processes and max-stable approximations of multivariate regularly varying time series (Q2000137) (← links)
- Sample covariances of random-coefficient AR(1) panel model (Q2008620) (← links)
- Extremal dependence measure for functional data (Q2078556) (← links)
- LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336) (← links)
- Choquet random sup-measures with aggregations (Q2121640) (← links)
- Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
- Volatility regressions with fat tails (Q2227065) (← links)
- The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
- Serial dependence in ARCH-models as measured by tail dependence coefficients (Q2271709) (← links)
- Topological crackle of heavy-tailed moving average processes (Q2280019) (← links)
- Volatility filtering in estimation of kurtosis (and variance) (Q2283658) (← links)
- Inference in heavy-tailed vector error correction models (Q2294452) (← links)
