Pages that link to "Item:Q1904502"

The following pages link to Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors (Q1904502):

Displaying 50 items.

• Estimation of local anisotropy based on level sets (Q2076638) (← links)
• Asymptotic behaviour of level sets of needlet random fields (Q2105072) (← links)
• Parametric estimation of long memory multivariate Gaussian random fields (Q2138250) (← links)
• Central limit theorem for the volume of the zero set of Kostlan-Shub-Smale random polynomial systems (Q2145085) (← links)
• Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility (Q2145810) (← links)
• Reduction principle for functionals of vector random fields (Q2195948) (← links)
• A functional non-central limit theorem for multiple-stable processes with long-range dependence (Q2196387) (← links)
• Discrete rough paths and limit theorems (Q2227464) (← links)
• Limit theorems for long-memory flows on Wiener chaos (Q2295041) (← links)
• Wavelet-based estimations of fractional Brownian sheet: least squares versus maximum likelihood (Q2297115) (← links)
• On rate of convergence in non-central limit theorems (Q2325346) (← links)
• Asymptotic behavior of mixed power variations and statistical estimation in mixed models (Q2350912) (← links)
• A central limit theorem for the Euler integral of a Gaussian random field (Q2359712) (← links)
• Scaling transition for nonlinear random fields with long-range dependence (Q2360249) (← links)
• Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process (Q2375847) (← links)
• A central limit theorem for Lipschitz-Killing curvatures of Gaussian excursions (Q2396678) (← links)
• A CLT concerning critical points of random functions on a Euclidean space (Q2403712) (← links)
• Limit theorems for functionals of Gaussian vectors (Q2405967) (← links)
• On weak invariance principles for partial sums (Q2412501) (← links)
• Hermite ranks and \(U\)-statistics (Q2441321) (← links)
• On the rate of convergence for central limit theorems of sojourn times of Gaussian fields (Q2444636) (← links)
• Estimating the scaling function of multifractal measures and multifractal random walks using ratios (Q2444671) (← links)
• Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences (Q2456021) (← links)
• The increment ratio statistic (Q2476149) (← links)
• Asymptotic inference in some heteroscedastic regression models with long memory design and errors (Q2477069) (← links)
• Nonstandard limit theorem for infinite variance functionals (Q2482288) (← links)
• Uniform CLT for empirical process (Q2485830) (← links)
• A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion (Q2520520) (← links)
• The empirical process for bivariate sequences with long memory (Q2573222) (← links)
• Quantification of fracture roughness by change probabilities and Hurst exponents (Q2676484) (← links)
• On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777) (← links)
• Limit theorems for aggregated linear processes (Q2837758) (← links)
• The Student Subordinator Model with Dependence for Risky Asset Returns (Q2890083) (← links)
• LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS (Q3191830) (← links)
• Continuous Breuer-Major theorem for vector valued fields (Q3298102) (← links)
• Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)
• Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes (Q4979097) (← links)
• Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data (Q5033270) (← links)
• On nonparametric density estimation for multivariate linear long-memory processes (Q5076960) (← links)
• Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation (Q5153151) (← links)
• (Q5154980) (← links)
• THEORY AND STATISTICS OF LONG-RANGE DEPENDENT RANDOM PROCESSES (Q5222152) (← links)
• Estimation of harmonic component in regression with cyclically dependent errors (Q5263974) (← links)
• Large sample behaviour of some well-known robust estimators under long-range dependence (Q5402580) (← links)
• Randomized Fixed Design Regression under Long-Range-Dependent Errors (Q5457980) (← links)
• On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift (Q5475376) (← links)
• Moment bounds and central limit theorem for functions of Gaussian vectors (Q5953869) (← links)
• On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing (Q5963502) (← links)
• An asymptotic formula for the variance of the number of zeroes of a stationary Gaussian process (Q6090872) (← links)
• Winding number for stationary Gaussian processes using real variables (Q6147642) (← links)