Pages that link to "Item:Q1381563"

The following pages link to Limit theorems for functionals of moving averages (Q1381563):

Displaying 41 items.

• Anisotropic scaling limits of long-range dependent random fields (Q2304435) (← links)
• Data driven smooth test of comparison for dependent sequences (Q2350057) (← links)
• Scaling transition for nonlinear random fields with long-range dependence (Q2360249) (← links)
• Long-range dependent time series specification (Q2435219) (← links)
• Block sampling under strong dependence (Q2444643) (← links)
• Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes (Q2469666) (← links)
• The increment ratio statistic (Q2476149) (← links)
• Convergence of weighted linear process for \(\rho \)-mixing random variables (Q2478375) (← links)
• Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices (Q2493175) (← links)
• On location estimation for LARCH processes (Q2507743) (← links)
• Residual empirical processes for nearly unstable long-memory time series (Q2511572) (← links)
• On Koul's minimum distance estimators in the regression models with long memory moving averages. (Q2574570) (← links)
• A consistent estimator for skewness of partial sums of dependent data (Q2658002) (← links)
• Testing the equality of the laws of two strictly stationary processes (Q2694807) (← links)
• Asymptotic Distribution for Products of Sums of Linear Processes Under Dependence (Q2859282) (← links)
• Limit theorems for additive statistics based on moving average samples (Q2880507) (← links)
• Projective Stochastic Equations and Nonlinear Long Memory (Q2939267) (← links)
• Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus (Q3094226) (← links)
• SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE (Q3168871) (← links)
• Central limit theorems for nearly long range dependent subordinated linear processes (Q3299455) (← links)
• Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564) (← links)
• On the Rate of Approximation in Limit Theorems for Sums of Moving Averages (Q3521353) (← links)
• Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series (Q3552843) (← links)
• Covariances Estimation for Long-Memory Processes (Q3566396) (← links)
• (Q3675245) (← links)
• REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS (Q4653558) (← links)
• (Q4654462) (← links)
• Arc length tests for equivalent autocovariances (Q4925457) (← links)
• Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures (Q5016826) (← links)
• QUANTILOGRAMS UNDER STRONG DEPENDENCE (Q5112015) (← links)
• Comparison of non-parametric and semi-parametric tests in detecting long memory (Q5123390) (← links)
• Representations of hermite processes using local time of intersecting stationary stable regenerative sets (Q5139927) (← links)
• Estimation of harmonic component in regression with cyclically dependent errors (Q5263974) (← links)
• Testing and estimating for change in long memory parameter (Q5290898) (← links)
• WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
• Nonlinear system theory: Another look at dependence (Q5385851) (← links)
• Limit Theorems for Moving Averages with Random Coefficients and Heavy-Tailed Noise (Q5489003) (← links)
• An application of the Bernoulli part to local limit theorems for moving averages on stationary sequences (Q5691188) (← links)
• Kernel density estimation for linear processes (Q5917519) (← links)
• Malliavin calculus and martingale expansion (Q5956288) (← links)
• Scaling limits of nonlinear functions of random grain model, with application to Burgers' equation (Q6570501) (← links)