Pages that link to "Item:Q842394"
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The following pages link to Support theorems for the Radon transform and Cramér-Wold theorems (Q842394):
Displayed 26 items.
- Spectral gap properties for linear random walks and Pareto's asymptotics for affine stochastic recursions (Q297434) (← links)
- On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
- Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (Q655316) (← links)
- Null spaces of Radon transforms (Q908095) (← links)
- Large excursions and conditioned laws for recursive sequences generated by random matrices (Q1660628) (← links)
- A dynamical system approach to Heisenberg uniqueness pairs (Q1782082) (← links)
- Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
- Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices (Q1949212) (← links)
- The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
- The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
- Joint extremal behavior of hidden and observable time series with applications to GARCH processes (Q2340041) (← links)
- Sliced and Radon Wasserstein barycenters of measures (Q2353415) (← links)
- Radon transforms and Gegenbauer-Chebyshev integrals. I (Q2363376) (← links)
- Stochastic volatility models with possible extremal clustering (Q2435218) (← links)
- Heavy tailed solutions of multivariate smoothing transforms (Q2444630) (← links)
- The fixed points of the multivariate smoothing transform (Q2634904) (← links)
- TARGETING ESTIMATION OF CCC-GARCH MODELS WITH INFINITE FOURTH MOMENTS (Q2801995) (← links)
- A two cones support theorem (Q2806527) (← links)
- On multidimensional Mandelbrot cascades (Q2938370) (← links)
- Ordering of multivariate risk models with respect to extreme portfolio losses (Q3224137) (← links)
- On invariance and selectivity in representation learning (Q4603721) (← links)
- Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes (Q4614245) (← links)
- Markov tail chains (Q5176525) (← links)
- The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process (Q5197406) (← links)
- Dimension reduction, exact recovery, and error estimates for sparse reconstruction in phase space (Q6122631) (← links)
- Integral representations of shallow neural network with Rectified Power Unit activation function (Q6386309) (← links)