Pages that link to "Item:Q1838762"
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The following pages link to Stable limits for partial sums of dependent random variables (Q1838762):
Displaying 34 items.
- Generating schemes for long memory processes: regimes, aggregation and linearity (Q265026) (← links)
- Tails of polynomials of random variables and stable limits for nonconventional sums (Q526581) (← links)
- A functional limit theorem for dependent sequences with infinite variance stable limits (Q690870) (← links)
- Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
- Limiting distribution of sums of nonnegative stationary random variables (Q801366) (← links)
- Stable limit distributions for strongly mixing sequences (Q909333) (← links)
- Convergence to Lévy stable processes under some weak dependence conditions (Q988675) (← links)
- Estimation of the autoregression parameter with infinite dispersion of noise (Q1027678) (← links)
- Convergence of point processes with weakly dependent points (Q1047155) (← links)
- More limit theory for the sample correlation function of moving averages (Q1062404) (← links)
- On the invariance principle for stationary \(\phi\) -mixing triangular arrays with infinitely divisible limits (Q1077077) (← links)
- \(\alpha\)-stable limit theorems for sums of dependent random vectors (Q1263159) (← links)
- On the dissipation of partial sums from a stationary strongly mixing sequence (Q1344952) (← links)
- Minimal conditions in \(p\)-stable limit theorems. II (Q1382546) (← links)
- A characterization of \(m\)-dependent stationary infinitely divisible sequences with applications to weak convergence (Q1394530) (← links)
- Maximum likelihood estimators in regression models with infinite variance innovations (Q1871690) (← links)
- Limit theorems for stable processes with application to spectral density estimation (Q1890713) (← links)
- Marcinkiewicz laws with infinite moments (Q1945253) (← links)
- Stable limits for Markov chains via the principle of conditioning (Q1986005) (← links)
- A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations (Q2077454) (← links)
- Limit theorems for branching processes with immigration in a random environment (Q2093407) (← links)
- A multivariate functional limit theorem in weak \(M_1\) topology (Q2346974) (← links)
- Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (Q2347462) (← links)
- Limit theory for some positive stationary processes with infinite mean (Q2438263) (← links)
- Nonstandard limit theorem for infinite variance functionals (Q2482288) (← links)
- TESTING FOR LINEAR DEPENDENCE IN HEAVY-TAILED DATA (Q4540748) (← links)
- STABLE LIMITS FOR PROBABILITY PRESERVING MAPS WITH INDIFFERENT FIXED POINTS (Q4808002) (← links)
- Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)
- Statistical properties for nonhyperbolic maps with finite range structure (Q4942885) (← links)
- On the local limit theorems for lower psi-mixing Markov chains (Q5101309) (← links)
- Continued fractions, the Chen–Stein method and extreme value theory (Q5135917) (← links)
- Heavy-tailed distributions, correlations, kurtosis and Taylor’s Law of fluctuation scaling (Q5161220) (← links)
- ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE (Q5403110) (← links)
- A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations (Q6054051) (← links)