Sample correlation behavior for the heavy tailed general bilinear process
From MaRDI portal
Recommendations
- Limit theory for bilinear processes with heavy-tailed noise
- The sample ACF of a simple bilinear process
- The sample autocorrelations of heavy-tailed processes with applications to ARCH
- scientific article; zbMATH DE number 1301879
- A note on the autocorrelations related to a bilinear model with non-independent shocks
Cited in
(12)- Sample correlations of infinite variance time series models: An empirical and theoretical study
- How misleading can sample ACFs of stable MAs be? (Very!)
- Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains
- The sample ACF of a simple bilinear process
- How to make a Hill plot.
- On the extremes of a class of non-linear processes with heavy tailed innovations
- Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations
- Extremes of Volterra series expansions with heavy-tailed innovations
- Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows
- scientific article; zbMATH DE number 1301879 (Why is no real title available?)
- A SINGLE CHANNEL ON/OFF MODEL WITH TCP-LIKE CONTROL
- Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
This page was built for publication: Sample correlation behavior for the heavy tailed general bilinear process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4484845)
