Pages that link to "Item:Q3263807"
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The following pages link to On Interchanging Limits and Integrals (Q3263807):
Displaying 50 items.
- Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows (Q270200) (← links)
- A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
- Correction to: ``Limit theorems for empirical processes of cluster functionals'' (Q292896) (← links)
- Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows (Q482839) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- Heavy tails of OLS (Q528137) (← links)
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- A central limit theorem applicable to robust regression estimators (Q580843) (← links)
- On the number of collisions in beta(\(2, b\))-coalescents (Q605025) (← links)
- Renewal theory for random variables with a heavy tailed distribution and finite variance (Q618009) (← links)
- Parameter estimation for first-order bifurcating autoregressive processes with Weibull innova\-tions (Q645457) (← links)
- Random sums of random variables and vectors: including infinite means and unequal length sums (Q746983) (← links)
- Multivariate weighted renewal functions (Q860332) (← links)
- Subexponential distribution functions in \(R^{d}\) (Q876848) (← links)
- Extremal behavior of stochastic integrals driven by regularly varying Lévy processes (Q879257) (← links)
- On the central limit theorem in \(R^ p\) when p\(\rightarrow \infty\) (Q1071369) (← links)
- Second order tail behaviour of a subordinated probability distribution (Q1190174) (← links)
- Derivatives of regularly varying functions in \(R^d\) and domains of attraction of stable distributions (Q1254052) (← links)
- On waiting time in the Markov-Pólya scheme (Q1273362) (← links)
- Patterns of buffer overflow in a class of queues with long memory in the input stream (Q1379720) (← links)
- LLN-type approximations for large portfolio losses (Q1667412) (← links)
- Distributions with heavy tails in Orlicz spaces (Q1692254) (← links)
- Revisiting the two-sample runs test (Q1694016) (← links)
- Regular variation of GARCH processes. (Q1766073) (← links)
- Asymptotic properties of predictive recursion: robustness and rate of convergence (Q1952032) (← links)
- Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis (Q1983069) (← links)
- Stable-like fluctuations of Biggins' martingales (Q2010487) (← links)
- Asymptotics for sliding blocks estimators of rare events (Q2040062) (← links)
- Power variations for fractional type infinitely divisible random fields (Q2042821) (← links)
- Adaptive estimation in symmetric location model under log-concavity constraint (Q2044404) (← links)
- Interchanging a limit and an integral: necessary and sufficient conditions (Q2069586) (← links)
- Tail probabilities of random linear functions of regularly varying random vectors (Q2093413) (← links)
- Cluster based inference for extremes of time series (Q2239252) (← links)
- Minimum distance lack-of-fit tests under long memory errors (Q2256084) (← links)
- Scaling transition for nonlinear random fields with long-range dependence (Q2360249) (← links)
- A multivariate normal law for Turing's formulae (Q2392078) (← links)
- Feynman-Kac theorem in random environments and partial integro-differential equations (Q2408780) (← links)
- Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims (Q2445354) (← links)
- Multi-valued, singular stochastic evolution inclusions (Q2452029) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Dependence and the asymptotic behavior of large claims reinsurance (Q2518544) (← links)
- On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms (Q2655599) (← links)
- Local scaling limits of Lévy driven fractional random fields (Q2676943) (← links)
- A class of test statistics for testing whether new is better than used (Q3036542) (← links)
- Extremes on the discounted aggregate claims in a time dependent risk model (Q3077753) (← links)
- Tail Behavior of Randomly Weighted Sums (Q3167339) (← links)
- Limit Theory for High Frequency Sampled MCARMA Models (Q3191826) (← links)
- Regular Variation of Infinite Series of Processes with Random Coefficients (Q3191887) (← links)
- Multivariate subexponential distributions and random sums of random vectors (Q3417915) (← links)
- Nonparametric recursive estimation in stationary markov processes (Q3473182) (← links)
