Pages that link to "Item:Q1083818"

The following pages link to Limit theory for the sample covariance and correlation functions of moving averages (Q1083818):

Displaying 50 items.

• Sign tests for long-memory time series (Q265025) (← links)
• Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows (Q270200) (← links)
• Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
• A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
• Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
• Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793) (← links)
• Trimmed stable AR(1) processes (Q404137) (← links)
• Empirical processes for infinite variance autoregressive models (Q413784) (← links)
• Tail index estimation in the presence of long-memory dynamics (Q425381) (← links)
• Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
• Asymptotics of self-weighted M-estimators for autoregressive models (Q506578) (← links)
• On the measurement and treatment of extremes in time series (Q508717) (← links)
• Model identification for infinite variance autoregressive processes (Q528139) (← links)
• Moment condition tests for heavy tailed time series (Q528143) (← links)
• Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
• Discriminant analysis for dynamics of stable processes (Q537353) (← links)
• Weak convergence of the function-indexed integrated periodogram for infinite variance processes (Q627284) (← links)
• Spectral estimates and stable processes (Q689470) (← links)
• A note on the asymptotic distribution of the \(F\)-statistic for random variables with infinite variance (Q689517) (← links)
• Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
• The Durbin-Watson ratio under infinite-variance errors (Q756340) (← links)
• Subsampling change-point detection in persistence with heavy-tailed innovations (Q874325) (← links)
• An empirical likelihood approach for symmetric \(\alpha\)-stable processes (Q888475) (← links)
• Testing for independence in heavy-tailed time series using the codifference function (Q961960) (← links)
• Sample autocovariances of long-memory time series (Q1002560) (← links)
• Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws (Q1009486) (← links)
• Bias-adjusted estimation in the ARX(1) model (Q1019969) (← links)
• Estimation of the autoregression parameter with infinite dispersion of noise (Q1027678) (← links)
• More limit theory for the sample correlation function of moving averages (Q1062404) (← links)
• Convolution tails, product tails and domains of attraction (Q1065452) (← links)
• Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution (Q1110898) (← links)
• Time series analysis via rank order theory: Signed-rank tests for ARMA models (Q1182743) (← links)
• M-estimation for autoregression with infinite variance (Q1185791) (← links)
• A note on the asymptotic covariance matrix of the Yule-Walker estimator (Q1263209) (← links)
• Gauss-Newton and M-estimation for ARMA processes with infinite variance (Q1272156) (← links)
• On the underfitting and overfitting sets of models chosen by order selection criteria. (Q1303860) (← links)
• Subexponentiality of the product of independent random variables (Q1315403) (← links)
• Limit distributions for linear programming time series estimators (Q1332320) (← links)
• Parameter estimation for moving averages with positive innovations (Q1354836) (← links)
• Limit theory for bilinear processes with heavy-tailed noise (Q1354837) (← links)
• Periodic moving averages of random variables with regularly varying tails (Q1359424) (← links)
• The asymptotic null distribution of the Box-Pierce \(\mathcal Q\)-statistic for random variables with infinite variance. An application to German stock returns (Q1362496) (← links)
• Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors (Q1365727) (← links)
• The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables (Q1382493) (← links)
• The integrated periodogram for long-memory processes with finite or infinite variance (Q1382496) (← links)
• Diagnostic checking in linear processes with infinite variance (Q1600532) (← links)
• Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains (Q1613597) (← links)
• The sample ACF of a simple bilinear process (Q1613623) (← links)
• Innovations algorithm for periodically stationary time series (Q1613633) (← links)
• On model Fitting and estimation of strictly stationary processes (Q1697205) (← links)