Pages that link to "Item:Q537535"
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The following pages link to Estimating the codifference function of linear time series models with infinite variance (Q537535):
Displayed 5 items.
- Testing for independence in heavy-tailed time series using the codifference function (Q961960) (← links)
- Stable continuous-time autoregressive process driven by stable subordinator (Q1619074) (← links)
- Inference for vast dimensional elliptical distributions (Q2259103) (← links)
- The asymptotic codifference and covariation of log-fractional stable noise (Q2451783) (← links)
- Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with $\alpha$-Stable Noise (Q3459652) (← links)