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- 4Heavy tails
- 4Marcinkiewicz strong law of large numbers
- 3Linear process
- 3Long-range dependence
- 3Rates of convergence
- 3Stochastic approximation
Marcinkiewicz Strong Law of Large Numbers for Products of Long Range Dependent and Heavy Tailed Linear ProcessesDownload
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 SettingDownload
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...