Pages that link to "Item:Q2469667"

The following pages link to Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation (Q2469667):

Displaying 16 items.

• Estimation of the linear fractional stable motion (Q98645) (← links)
• Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter (Q392762) (← links)
• Linear fractional stable motion: A wavelet estimator of the \(\alpha\) parameter (Q449019) (← links)
• Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters (Q493615) (← links)
• Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
• The tenth Vilnius conference on probability theory and mathematical statistics. II (Q717820) (← links)
• On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
• Estimating self-similarity through complex variations (Q1950866) (← links)
• An estimation of the stability and the localisability functions of multistable processes (Q1951150) (← links)
• Power variations for fractional type infinitely divisible random fields (Q2042821) (← links)
• A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages (Q2184590) (← links)
• A minimal contrast estimator for the linear fractional stable motion (Q2194054) (← links)
• Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study (Q2270190) (← links)
• On limit theory for functionals of stationary increments Lévy driven moving averages (Q2274198) (← links)
• Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters (Q2355678) (← links)
• Estimation of mixed fractional stable processes using high-frequency data (Q6183766) (← links)