Pages that link to "Item:Q1816969"
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The following pages link to On the asymptotic expansion of the empirical process of long-memory moving averages (Q1816969):
Displaying 34 items.
- On the empirical process of tempered moving averages (Q2216974) (← links)
- On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data (Q2253824) (← links)
- Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes (Q2405218) (← links)
- Discrete-time trawl processes (Q2419973) (← links)
- Asymptotic behavior of central order statistics from stationary processes (Q2434484) (← links)
- Long-range dependent time series specification (Q2435219) (← links)
- Marked empirical processes for non-stationary time series (Q2435236) (← links)
- Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics (Q2448714) (← links)
- Empirical process of residuals for regression models with long memory errors (Q2452780) (← links)
- Randomly fractionally integrated processes (Q2471657) (← links)
- Long-range dependence and Appell rank (Q2478197) (← links)
- A note on quantile estimation for long-range dependent stochastic processes (Q2489826) (← links)
- Residual empirical processes for nearly unstable long-memory time series (Q2511572) (← links)
- The empirical process for bivariate sequences with long memory (Q2573222) (← links)
- On Koul's minimum distance estimators in the regression models with long memory moving averages. (Q2574570) (← links)
- On the Bahadur representation of sample quantiles for dependent sequences (Q2583423) (← links)
- A goodness-of-fit test for marginal distribution of linear random fields with long memory (Q2634241) (← links)
- Change-point detection with rank statistics in long-memory time-series models (Q2810355) (← links)
- On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
- Wavelet change-point estimation for long memory non-parametric random design models (Q3077679) (← links)
- SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE (Q3168871) (← links)
- The smoothing dichotomy in nonparametric regression under long‐memory errors (Q4469548) (← links)
- Nonparametric estimation under long memory dependence (Q4470130) (← links)
- (Q4558573) (← links)
- Block Bootstrap for the Empirical Process of Long‐Range Dependent Data (Q4604005) (← links)
- REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS (Q4653558) (← links)
- Testing for the expected number of exceedances in strongly dependent seasonal time series (Q5023852) (← links)
- On nonparametric density estimation for multivariate linear long-memory processes (Q5076960) (← links)
- QUANTILOGRAMS UNDER STRONG DEPENDENCE (Q5112015) (← links)
- Factor and Idiosyncratic Empirical Processes (Q5242464) (← links)
- Nonlinear system theory: Another look at dependence (Q5385851) (← links)
- Kernel density estimation for linear processes (Q5917519) (← links)
- The Bahadur representation for empirical and smooth quantile estimators under association (Q6549583) (← links)
- On the Bahadur representation of sample quantiles for score functionals (Q6589596) (← links)
