Pages that link to "Item:Q1397963"
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The following pages link to Strong approximation for long memory processes with applications (Q1397963):
Displaying 30 items.
- Change-in-mean problem for long memory time series models with applications (Q135938) (← links)
- Specification testing for regression models with dependent data (Q291110) (← links)
- Kernel type smoothed quantile estimation under long memory (Q451365) (← links)
- Testing for changes in the mean or variance of long memory processes (Q627588) (← links)
- Split invariance principles for stationary processes (Q653310) (← links)
- A nonclassical law of the iterated logarithm for functions of positively associated random variables (Q862362) (← links)
- Strong approximation for moving average processes under dependence assumptions (Q933093) (← links)
- Weak convergence of Vervaat and Vervaat error processes of long-range dependent sequences (Q939127) (← links)
- Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences (Q946481) (← links)
- Moderate deviations for linear processes generated by martingale-like random variables (Q966505) (← links)
- Asymptotic properties of nonparametric regression for long memory random fields (Q1044078) (← links)
- Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes (Q1677564) (← links)
- Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
- Strong approximation for cross-covariances of linear variables with long-range dependence (Q1910903) (← links)
- Distinguishing between breaks in the mean and breaks in persistence under long memory (Q2208689) (← links)
- Strong law for linear processes (Q2342414) (← links)
- Nonparametric predictive regression (Q2343822) (← 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)
- Change-point detection with rank statistics in long-memory time-series models (Q2810355) (← links)
- Regression with slowly varying regressors and nonlinear trends (Q2886960) (← links)
- Asymptotic properties of self-normalized linear processes with long memory (Q2890703) (← links)
- Wavelet change-point estimation for long memory non-parametric random design models (Q3077679) (← links)
- ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION (Q3181943) (← links)
- (Q4416873) (← links)
- Strong approximation of stochastic processes at random times and application to their exact simulation (Q4584675) (← links)
- A note on the strong approximation for long memory processes and its application (Q5299494) (← links)
- Gradual changes in long memory processes with applications (Q5758160) (← links)
- Wavelet energy ratio unit root tests (Q5860909) (← links)
- Detecting long-range dependence for time-varying linear models (Q6565331) (← links)
- Lai law for linear processes with long memory (Q6618764) (← links)
