Pages that link to "Item:Q1966374"
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The following pages link to Pitfalls of fitting autoregressive models for heavy-tailed time series (Q1966374):
Displaying 9 items.
- Tail index estimation for dependent data (Q1296719) (← links)
- Limit theory for bilinear processes with heavy-tailed noise (Q1354837) (← links)
- Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains (Q1613597) (← links)
- Generalized Cauchy model of sea level fluctuations with long-range dependence (Q2147756) (← links)
- A Gini-based time series analysis and test for reversibility (Q2423186) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- A Gini Autocovariance Function for Time Series Modelling (Q3452743) (← links)
- Empirical Testing Of The Infinite Source Poisson Data Traffic Model (Q4806054) (← links)
- Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes (Q5263975) (← links)
