Trimmed stable AR(1) processes (Q404137)

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Language	Label	Description	Also known as
English	Trimmed stable AR(1) processes	scientific article

Statements

scholarly article

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Trimmed stable AR(1) processes (English)

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Stochastic Processes and their Applications

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publication date

4 September 2014

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zbMATH Keywords

trimming

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heavy tails

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asymptotic normality

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autoregressive(1) processes

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CUSUM processes

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.spa.2014.05.001

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Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes

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The Extreme Terms of a Sample and Their Role in the Sum of Independent Variables

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Selection from a stable box

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Structural breaks in time series

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A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS

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Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction

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A functional limit theorem for dependent sequences with infinite variance stable limits

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The central limit theorem for sums of trimmed variables with heavy tails

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Testing for structural change of AR model to threshold AR model

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Asymptotics of trimmed CUSUM statistics

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Inference for Near-Integrated Time Series With Infinite Variance

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What portion of the sample makes a partial sum asymptotically stable or normal?

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The Influence of the Maximum Term in the Addition of Independent Random Variables

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The sample autocorrelations of heavy-tailed processes with applications to ARCH

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Limit theory for moving averages of random variables with regularly varying tail probabilities

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Limit theory for the sample covariance and correlation functions of moving averages

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Convergence of Distributions Generated by Stationary Stochastic Processes

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Convergence of moments and related functional in the general central limit theorem in banach spaces

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On the Strong Mixing Property for Linear Sequences

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The central limit problem for trimmed sums

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Asymptotic normality and subsequential limits of trimmed sums

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On the Extreme Terms of a Sample From the Domain of Attraction of a Stable Law

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Detecting changes in functional linear models

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Convergence in distribution of lightly trimmed and untrimmed sums are equivalent

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Trimmed sums of long range dependent moving averages

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Convergence to a stable distribution via order statistics

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ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES

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The maximum of the periodogram for a heavy-tailed sequence.

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On the limit distributions of lightly trimmed sums

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Asymptotics for linear processes

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A bivariate stable characterization and domains of attraction

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Limit theorems on order statistics

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Functional limit theorems for linear processes in the domain of attraction of stable laws

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Conditions for linear processes to be strong-mixing

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Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.SPA.2014.05.001

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Sitelinks

Mathematics(1 entry)

mardi Publication:404137

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