NYU Faculty Digital Archive
metadata only
On testing the adequacy of stable processes under conditional heteroscedasticity
We consider a recently proposed method of estimating the tail index and testing the goodness-of-fit of dependent stable processes. Through Monte Carlo simulations, we evaluate the ability of the procedure to distinguish between stable and non-stable processes in the presence of non-linear depende
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- A unified test for regression discontinuity designs#635513
- Diffusion-Based Posterior Sampling: A Feynman-Kac Analysis of Bias and Stability#168340
- Learning Linear Systems under Heavy-Tailed Noise: A Non-Asymptotic Analysis from A Single Trajectory#1155572
- Narrow-band analysis of nonstationary processes#176886
- The Price of Peeking: Anytime-Valid Leakage Detection on ML-KEM EM Traces#1118309
Record · ID 941682
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive