Limit Theorems for Moving Averages with Random Coefficients and Heavy-Tailed Noise
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Publication:5489003
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Cites work
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- scientific article; zbMATH DE number 3238248 (Why is no real title available?)
- A test for nonlinearity of time series with infinite variance
- Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
- Implicit renewal theory and tails of solutions of random equations
- Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations
- Limit theory for bilinear processes with heavy-tailed noise
- Limit theory for moving averages of random variables with regularly varying tail probabilities
- Moving averages with random coefficients and random coefficient autoregressive models
- Point process and partial sum convergence for weakly dependent random variables with infinite variance
- Poisson limits for \(U\)-statistics.
- Strict stationarity of generalized autoregressive processes
- The sample autocorrelations of heavy-tailed processes with applications to ARCH
Cited in
(21)- Joint functional convergence of partial sums and maxima for moving averages with weakly dependent heavy-tailed innovations and random coefficients
- Limiting behavior of randomly weighted averages of symmetric heavy-tailed random variables
- Tail behavior for nonstationary moving averages with random coefficients
- scientific article; zbMATH DE number 6310973 (Why is no real title available?)
- Asymptotic properties of the tail distribution and Hill's estimator for shot noise sequence
- Limit theory for bilinear processes with heavy-tailed noise
- A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations
- Hidden regular variation of moving average processes with heavy-tailed innovations
- Convergence rates in the law of large numbers for END linear processes with random coefficients
- Convergence of asymptotically almost negatively associated random variables with random coefficients
- Topological crackle of heavy-tailed moving average processes
- Convergence of asymptotically negatively associated random variables with random coefficients
- A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations
- Functional convergence for moving averages with heavy tails and random coefficients
- Regular variation of infinite series of processes with random coefficients
- Maxima of linear processes with heavy-tailed innovations and random coefficients
- Convergence of point processes with weakly dependent points
- Complete moment convergence for the dependent linear processes with random coefficients
- Limit theorems for a correlated moving window model
- On the Rate of Approximation in Limit Theorems for Sums of Moving Averages
- Limiting behaviors of linear processes with random coefficients based on m-ANA random variables
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