Pages that link to "Item:Q3147830"

The following pages link to Point process convergence of stochastic volatility processes with application to sample autocorrelation (Q3147830):

Displayed 14 items.

• Precise large deviations for dependent regularly varying sequences (Q365720) ‎ (← links)
• The extremogram: a correlogram for extreme events (Q605880) ‎ (← links)
• The tail empirical process for long memory stochastic volatility sequences (Q617913) ‎ (← links)
• Stable limits for sums of dependent infinite variance random variables (Q718889) ‎ (← links)
• Convergence of point processes with weakly dependent points (Q1047155) ‎ (← links)
• The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) ‎ (← links)
• Heavy tailed time series with extremal independence (Q2352978) ‎ (← links)
• Stochastic volatility models with possible extremal clustering (Q2435218) ‎ (← links)
• The convex hull of consecutive pairs of observations from some time series models (Q2443887) ‎ (← links)
• Measures of serial extremal dependence and their estimation (Q2447645) ‎ (← links)
• A Fourier analysis of extreme events (Q2448713) ‎ (← links)
• Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations (Q2571701) ‎ (← links)
• Risk Measures and Multivariate Extensions of Breiman's Theorem (Q2897148) ‎ (← links)
• Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) ‎ (← links)