Pages that link to "Item:Q5397967"

The following pages link to Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series (Q5397967):

Displaying 3 items.

• On the measurement and treatment of extremes in time series (Q508717) (← links)
• On model Fitting and estimation of strictly stationary processes (Q1697205) (← links)
• On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)