Search
Skip to Search Results
Filter
Subject / Keyword
- 4Heavy tails
- 4Marcinkiewicz strong law of large numbers
- 3Linear process
- 3Long-range dependence
- 3Rates of convergence
- 3Stochastic approximation
Author / Creator / Contributor
Year
Collections
- 2Graduate and Postdoctoral Studies (GPS), Faculty of
- 2Graduate and Postdoctoral Studies (GPS), Faculty of/Theses and Dissertations
- 2Mathematical and Statistical Sciences, Department of
- 2Mathematical and Statistical Sciences, Department of/Research Publications (Mathematical and Statistical Sciences)
Languages
Item type
-
Marcinkiewicz Strong Law of Large Numbers for Products of Long Range Dependent and Heavy Tailed Linear Processes
DownloadFall 2019
Classical methods of inference are often rendered inapplicable while dealing with data exhibiting heavy tails, which gives rise to infinite variance and frequent extremes, and long memory, which induces inertia in the data. In this thesis, we develop the Marcinkiewicz Strong Law of Large Numbers...
-
Outer Products and Stochastic Approximation Algorithms in a Heavy-tailed and Long-range Dependent Setting
DownloadFall 2015
Classical time-series theories are mainly concerned with the statistical analysis of light-tailed and short-range dependent stationary linear processes. Applications in network theory and financial mathematics lead us to consider time series models with heavy tails and long memory. Heavy-tailed...
1 - 4 of 4