Pages that link to "Item:Q1879832"

The following pages link to Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes. (Q1879832):

Displaying 46 items.

• Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows (Q270200) (← links)
• Some remarks on definitions of memory for stationary random processes and fields (Q327184) (← links)
• Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows (Q482839) (← links)
• Multivariate operator-self-similar random fields (Q544513) (← links)
• Time-changed extremal process as a random sup measure (Q726725) (← links)
• Correlation cascades, ergodic properties and long memory of infinitely divisible processes (Q734643) (← links)
• Group-theoretic dimension of stationary symmetric \(\alpha\)-stable random fields (Q742111) (← links)
• Random rewards, fractional Brownian local times and stable self-similar processes (Q862213) (← links)
• Ergodic theory, abelian groups and point processes induced by stable random fields (Q964783) (← links)
• Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey (Q1745668) (← links)
• Stable random fields indexed by finitely generated free groups (Q1800817) (← links)
• Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions (Q1942115) (← links)
• A family of random sup-measures with long-range dependence (Q1994515) (← links)
• Covariance-based dissimilarity measures applied to clustering wide-sense stationary ergodic processes (Q2008644) (← links)
• Maximal moments and uniform modulus of continuity for stable random fields (Q2029780) (← links)
• On extremal index of max-stable random fields (Q2044290) (← links)
• Extremal clustering under moderate long range dependence and moderately heavy tails (Q2074983) (← links)
• Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
• Tail measures and regular variation (Q2144349) (← links)
• Stable random fields, Patterson-Sullivan measures and extremal cocycle growth (Q2159250) (← links)
• Sample path large deviations for Lévy processes and random walks with regularly varying increments (Q2189454) (← links)
• Extreme value theory for long-range-dependent stable random fields (Q2209306) (← links)
• Capturing the multivariate extremal index: bounds and interconnections (Q2271714) (← links)
• Approximation of supremum of max-stable stationary processes \& Pickands constants (Q2297332) (← links)
• Extremal theory for long range dependent infinitely divisible processes (Q2327952) (← links)
• Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters (Q2355678) (← links)
• Measures of serial extremal dependence and their estimation (Q2447645) (← links)
• Long memory and self-similar processes (Q2458948) (← links)
• Stationary symmetric \(\alpha\)-stable discrete parameter random fields (Q2481393) (← links)
• Point processes associated with stationary stable processes (Q2485804) (← links)
• Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters (Q2493561) (← links)
• Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments (Q2515510) (← links)
• Null flows, positive flows and the structure of stationary symmetric stable processes (Q2571695) (← links)
• Nonminimal sets, their projections and integral representations of stable processes (Q2642036) (← links)
• Uniform modulus of continuity of random fields (Q2655192) (← links)
• Nonsingular group actions and stationary S$\alpha $S random fields (Q3566685) (← links)
• Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations (Q3578042) (← links)
• Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes (Q3644308) (← links)
• Maxima of continuous-time stationary stable processes (Q4662239) (← links)
• A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular ℤ^<i>d</i>-actions (Q4684933) (← links)
• Long range dependence for stable random processes (Q4997693) (← links)
• On the continuity of Pickands constants (Q5067218) (← links)
• Long range dependence of heavy-tailed random functions (Q5152512) (← links)
• Stable random fields, point processes and large deviations (Q5962609) (← links)
• An informatic approach to a long memory stationary process (Q6068780) (← links)
• A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence (Q6201843) (← links)