Trimmed stable AR(1) processes-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Trimmed stable AR(1) processes

Published:2014-10 Issue:10 Volume:124 Page:3441-3462
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Bazarova Alina,Berkes István,Horváth Lajos

Funder

Austrian Science Fund

Hungarian Scientific Research Fund

National Science Foundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference47 articles.

1. Maximum likelihood estimation for α-stable autoregressive processes;Andrews;Ann. Statist.,2009

2. The extreme terms of a sample and their role in the sum of independent variables;Arov;Theory Probab. Appl.,1960

3. Selection from a stable box;Aue;Bernoulli,2008

4. Stuctural breaks in time series;Aue;J. Time Ser. Anal.,2013

5. A limit theorem for mildly explosive autoregression with stable errors;Aue;Econometric Theory,2007

Cited by 6 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. Testing and Estimation of Change Point in Arma Model with Heavy-Tailed G-Garch Noises;2024

2. The mirror of history: How to statistically identify stock market bubble bursts;Journal of Economic Behavior & Organization;2022-12

3. Change-points and functional features of intraday volatility in China stock market;Annals of Operations Research;2022-10-11

4. Big data, news diversity and financial market crash;Technological Forecasting and Social Change;2021-07

5. Tests Based on Simplicial Depth for AR(1) Models With Explosion;Journal of Time Series Analysis;2016-02-14

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3