Pages that link to "Item:Q1304375"

The following pages link to Central limit theorem for the empirical process of a linear sequence with long memory (Q1304375):

Displaying 45 items.

• Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test (Q135901) (← links)
• Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors (Q546079) (← links)
• Marginal density estimation for linear processes with cyclical long memory (Q553086) (← links)
• The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
• Asymptotics for statistical functionals of long-memory sequences (Q765881) (← links)
• Bootstrap long memory processes in the frequency domain (Q820805) (← links)
• On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications (Q900567) (← links)
• A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\) (Q927262) (← links)
• Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences (Q946481) (← links)
• Weighted averages and local polynomial estimation for fractional linear ARCH processes (Q1001706) (← links)
• Asymptotic properties of nonparametric regression for long memory random fields (Q1044078) (← links)
• Central limit theorem for the empirical process of a linear sequence with long memory (Q1304375) (← links)
• Limit theorems for functionals of moving averages (Q1381563) (← links)
• Asymptotic results for long memory LARCH sequences (Q1413685) (← links)
• Asymptotics of \(M\)-estimators in non-linear regression with long memory designs. (Q1424465) (← links)
• Stable limits of empirical processes of moving averages with infinite variance. (Q1766034) (← links)
• Stable limits of sums of bounded functions of long memory moving averages with finite variance (Q1769779) (← links)
• Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory (Q1776120) (← links)
• Some long-range dependence processes arising from fluctuations of particle systems (Q1776822) (← links)
• Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights (Q1780928) (← links)
• Asymptotics of empirical processes of long memory moving averages with infinite variance. (Q1879517) (← links)
• On weighted \(U\)-statistics for stationary processes. (Q1879839) (← links)
• Normality testing for a long-memory sequence using the empirical moment generating function (Q1937205) (← links)
• Nonparametric deconvolution problem for dependent sequences (Q1951771) (← links)
• Asymptotic results for spatial causal ARMA models (Q1952040) (← links)
• Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors (Q1952211) (← links)
• Comparing the marginal densities of two strictly stationary linear processes (Q2027224) (← links)
• Comparing two nonparametric regression curves in the presence of long memory in covariates and errors (Q2174527) (← links)
• Limit theorems in the context of multivariate long-range dependence (Q2196372) (← links)
• On the empirical process of tempered moving averages (Q2216974) (← links)
• The central limit theorem for a sequence of random processes with space-varying long memory (Q2393663) (← links)
• Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics (Q2448714) (← links)
• Randomly fractionally integrated processes (Q2471657) (← links)
• On estimating the cumulant generating function of linear processes (Q2502138) (← links)
• On location estimation for LARCH processes (Q2507743) (← 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 robust tail index estimation for linear long-memory processes (Q2931590) (← links)
• Central limit theorems for nearly long range dependent subordinated linear processes (Q3299455) (← 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)
• ON <i>M</i>‐Estimation Under Long‐Range Dependence in Volatility (Q5430495) (← links)
• Kernel density estimation for linear processes (Q5917519) (← links)
• A novel copula-based approach for parametric estimation of univariate time series through its covariance decay (Q6549173) (← links)