Whittle estimation based on the extremal spectral density of a heavy-tailed random field-Reference-Cited by-同舟云学术

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Whittle estimation based on the extremal spectral density of a heavy-tailed random field

Published:2023-01 Issue: Volume:155 Page:232-267
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Damek Ewa,Mikosch Thomas,Zhao Yuwei,Zienkiewicz Jacek

Funder

Narodowe Centrum Nauki

Danmarks Frie Forskningsfond

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference37 articles.

1. Compound Poisson approximation for random fields with application to sequence alignment;Basrak,2019

2. Regularly varying multivariate time series;Basrak;Stoch. Proc. Appl.,2009

3. On the central limit theorem for stationary mixing random fields;Bolthausen;Ann. Probab.,1982

4. Equivalent mixing conditions for random fields;Bradley;Ann. Probab.,1993

5. Basic properties of strong mixing conditions. A survey and some open questions;Bradley;Probab. Surv.,2005

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Self-Normalization, Sample Autocorrelations and the Extremogram;Springer Series in Operations Research and Financial Engineering;2024

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