Computer-intensive rate estimation, diverging statistics and scanning
暂无分享,去创建一个
[1] D. Applebaum. Stable non-Gaussian random processes , 1995, The Mathematical Gazette.
[2] S. Csörgo,et al. Estimating the tail index , 1998 .
[3] Arnold J Stromberg,et al. Subsampling , 2001, Technometrics.
[4] Tucker McElroy,et al. Self-Normalization for Heavy-Tailed Time Series with Long Memory , 2006 .
[5] H. E. Hurst,et al. Long-Term Storage Capacity of Reservoirs , 1951 .
[6] K. I. Satybaldina. Absolute Estimates of the Rate of Convergence to Stable Laws , 1973 .
[7] J. Doob. Stochastic processes , 1953 .
[8] Jan Beran,et al. Statistics for long-memory processes , 1994 .
[9] J. Geweke,et al. THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS , 1983 .
[10] Joseph P. Romano,et al. On Subsampling Estimators with Unknown Rate of Convergence , 1999 .
[11] D. Politis,et al. ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS , 2002, Econometric Theory.
[12] Joseph P. Romano,et al. Large Sample Confidence Regions Based on Subsamples under Minimal Assumptions , 1994 .
[13] Leo Breiman,et al. Bagging Predictors , 1996, Machine Learning.
[14] Joint exceedances of the ARCH process , 2004, Journal of Applied Probability.
[15] L. Haan,et al. Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation , 2000 .
[16] Paul Deheuvels,et al. Kernel Estimates of the Tail Index of a Distribution , 1985 .
[17] M. Taqqu. Convergence of integrated processes of arbitrary Hermite rank , 1979 .
[18] P. Robinson,et al. Variance-type estimation of long memory , 1999 .
[19] M. Taqqu. Weak convergence to fractional brownian motion and to the rosenblatt process , 1975, Advances in Applied Probability.
[20] C. Klüppelberg,et al. Modelling Extremal Events , 1997 .
[21] The local limit problem and Hölder-continuity , 1989 .
[22] D. Politis. A new approach on estimation of the tail index , 2002 .
[23] Steven Kay,et al. Gaussian Random Processes , 1978 .
[24] J. Corcoran. Modelling Extremal Events for Insurance and Finance , 2002 .
[25] Richard A. Davis,et al. Time Series: Theory and Methods , 2013 .
[26] Lawrence R. Ernst. BUREAU OF THE CENSUS STATISTICAL RESEARCH DIVISION , 1993 .
[27] Mark M. Meerschaert,et al. A simple robust estimation method for the thickness of heavy tails , 1998 .