13 citations · 38 across the 26 of their papers we have counts for
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stat.ME2011★ 1 cited
Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes
Hailin Sang, Yan Sun
We propose a sparse coefficient estimation and automated model selection procedure for autoregressive (AR) processes with heavy-tailed innovations based on penalized conditional ma…
math.ST2011
Exact Moderate and Large Deviations for Linear Processes
Magda Peligrad, Hailin Sang, Yunda Zhong +1
Large and moderate deviation probabilities play an important role in many applied areas, such as insurance and risk analysis. This paper studies the exact moderate and large deviat…
math.PR2011
Central Limit Theorem for Linear Processes with Infinite Variance
Magda Peligrad, Hailin Sang
This paper addresses the following classical question: giving a sequence of identically distributed random variables in the domain of attraction of a normal law, does the associate…