Clustering of large deviations in moving average processes: The long memory regime-Reference-Cited by-同舟云学术

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Clustering of large deviations in moving average processes: The long memory regime

Published:2023-09 Issue: Volume:163 Page:387-423
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Chakrabarty Arijit,Samorodnitsky Gennady^ORCID

Funder

National University of Singapore

National Science Foundation

Air Force Office of Scientific Research

Cornell University

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference5 articles.

1. The esseen inequality for sums of a random number of differently distributed random variables;Batirov;Math. Notes Acad. Sci. USSR,1977

2. Convergence of Probability Measures;Billingsley,1999

3. Clustering of large deviations in moving average processes: the short memory regime;Chakrabarty,2022

4. Representation formulae for the Fractional Brownian motion;Picard,2011

5. Stochastic Processes and Long Range Dependence;Samorodnitsky,2016

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. Clustering of large deviations in moving average processes: The short memory regime;The Annals of Applied Probability;2024-06-01

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