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CONVERGENCE TO STABLE LAWS IN THE SPACE D.
- Published in:
- Journal of Applied Probability, 2015, v. 52, n. 1, p. 1, doi. 10.1239/jap/1429282603
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- Article
The tail process and tail measure of continuous time regularly varying stochastic processes.
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- Extremes, 2022, v. 25, n. 1, p. 107, doi. 10.1007/s10687-021-00417-3
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- Article
Statistical inference for heavy tailed series with extremal independence.
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- Extremes, 2020, v. 23, n. 1, p. 1, doi. 10.1007/s10687-019-00365-z
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- Article
The tail process revisited.
- Published in:
- Extremes, 2018, v. 21, n. 4, p. 551, doi. 10.1007/s10687-018-0312-1
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- Article
Heavy tailed time series with extremal independence.
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- Extremes, 2015, v. 18, n. 2, p. 273, doi. 10.1007/s10687-014-0213-x
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- Article
Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process.
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- Extremes, 2013, v. 16, n. 2, p. 203, doi. 10.1007/s10687-012-0159-9
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- Article
Estimation of conditional laws given an extreme component.
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- Extremes, 2012, v. 15, n. 1, p. 1, doi. 10.1007/s10687-010-0122-6
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- Article
An invariance principle for sums and record times of regularly varying stationary sequences.
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- Probability Theory & Related Fields, 2018, v. 172, n. 3/4, p. 869, doi. 10.1007/s00440-017-0822-9
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- Article
A feast for the eyes: celebrating prehistory in the de Mortillet dinners (an iconographic dossier).
- Published in:
- Antiquity, 2002, v. 76, n. 291, p. 132, doi. 10.1017/S0003598X00089894
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- Article
L'invention de la technologie: Une histoire intellectuelle avec André Leroi-Gourhan [The invention of technology: An intellectual history with André Leroi-Gourhan] by Nathan Schlanger (review).
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- Technology & Culture, 2024, v. 65, n. 2, p. 748, doi. 10.1353/tech.2024.a926358
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- Article
Parameter Estimation of a Two-Colored Urn Model Class.
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- International Journal of Biostatistics, 2017, v. 13, n. 1, p. -1, doi. 10.1515/ijb-2016-0029
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- Publication type:
- Article
LIMIT THEOREMS FOR LONG-MEMORY STOCHASTIC VOLATILITY MODELS WITH INFINITE VARIANCE: PARTIAL SUMS AND SAMPLE COVARIANCES.
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- Advances in Applied Probability, 2012, v. 44, n. 4, p. 1113, doi. 10.1239/aap/1354716591
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- Article
Drift in Transaction-Level Asset Price Models.
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- Journal of Time Series Analysis, 2017, v. 38, n. 5, p. 769, doi. 10.1111/jtsa.12235
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- Article
On the properties of the periodogram of a stationary long-memory process over different epochs with applications.
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- Journal of Time Series Analysis, 2010, v. 31, n. 1, p. 20, doi. 10.1111/j.1467-9892.2009.00637.x
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- Article
Estimation of the location and exponent of the spectral singularity of a long memory process.
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- Journal of Time Series Analysis, 2004, v. 25, n. 1, p. 55, doi. 10.1111/j.1467-9892.2004.00337.x
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- Article
Data Driven Order Selection for Projection Estimator of the Spectral Density of Time Series with Long Range Dependence.
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- Journal of Time Series Analysis, 2000, v. 21, n. 2, p. 193, doi. 10.1111/1467-9892.00181
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- Article
CORRIGENDUM TO "ESTIMATING LONG MEMORY IN VOLATILITY.".
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- 2008
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- Correction notice
ESTIMATING LONG MEMORY IN VOLATILITY.
- Published in:
- Econometrica, 2005, v. 73, n. 4, p. 1283, doi. 10.1111/j.1468-0262.2005.00616.x
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- Article
LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS.
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- Econometric Theory, 2014, v. 30, n. 3, p. 536, doi. 10.1017/S0266466613000406
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- Article
CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY.
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- Econometric Theory, 2009, v. 25, n. 3, p. 764, doi. 10.1017/S0266466608090294
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- Article
TESTING FOR LONG MEMORY IN VOLATILITY.
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- Econometric Theory, 2002, v. 18, n. 6, p. 1291, doi. 10.1017/S0266466602186014
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- Article