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 50 items.
- Optimal eigen expansions and uniform bounds (Q343789) (← links)
- Asymptotics of nonparametric L-1 regression models with dependent data (Q396018) (← links)
- Kernel type smoothed quantile estimation under long memory (Q451365) (← links)
- Memory properties of transformations of linear processes (Q523450) (← links)
- Marginal density estimation for linear processes with cyclical long memory (Q553086) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- Weak convergence of stationary empirical processes (Q680395) (← links)
- Nonparametric density estimation for linear processes with infinite variance (Q730761) (← links)
- The sequential empirical process of a random walk in random scenery (Q737180) (← links)
- Asymptotics for statistical functionals of long-memory sequences (Q765881) (← links)
- Empirical process of long memory Gaussian subordinated random fields. (Q817922) (← links)
- Asymptotic theory for curve-crossing analysis (Q886113) (← links)
- On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications (Q900567) (← links)
- Nonparametric estimation of conditional medians for linear and related processes (Q907056) (← links)
- A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\) (Q927262) (← links)
- Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles (Q930662) (← 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)
- Bahadur representation of sample quantiles for a functional of Gaussian dependent sequences under a minimal assumption (Q951205) (← links)
- Trimmed sums of long range dependent moving averages (Q951214) (← links)
- Residual empirical processes for long and short memory time series (Q955149) (← links)
- Empirical process of long-range dependent sequences when parameters are estimated (Q958784) (← links)
- Hellinger distance estimates of long memory linear processes (Q964444) (← links)
- Simultaneous nonparametric inference of time series (Q988010) (← links)
- Nonparametric regression for dependent data in the errors-in-variables problem (Q989268) (← links)
- Goodness-of-fit testing under long memory (Q993816) (← links)
- Asymptotic properties of nonparametric regression for long memory random fields (Q1044078) (← links)
- Convergence of normalized quadratic forms (Q1304371) (← links)
- Central limit theorem for the empirical process of a linear sequence with long memory (Q1304375) (← links)
- Asymptotic expansion of \(M\)-estimators with long-memory errors (Q1359427) (← links)
- Limit theorems for functionals of moving averages (Q1381563) (← links)
- Asymptotic results for long memory LARCH sequences (Q1413685) (← links)
- Empirical processes of long-memory sequences (Q1431519) (← 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)
- Whittle estimator for finite-variance non-Gaussian time series with long memory (Q1807173) (← links)
- Asymptotics of empirical processes of long memory moving averages with infinite variance. (Q1879517) (← links)
- On weighted \(U\)-statistics for stationary processes. (Q1879839) (← links)
- Long strange segments in a long-range-dependent moving average. (Q1888751) (← links)
- Nonparametric quantile regression with heavy-tailed and strongly dependent errors (Q1934479) (← links)
- Nonparametric deconvolution problem for dependent sequences (Q1951771) (← links)
- Kink estimation in stochastic regression with dependent errors and predictors (Q1952085) (← 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)
- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process (Q2108477) (← links)
- Comparing two nonparametric regression curves in the presence of long memory in covariates and errors (Q2174527) (← links)
- A functional non-central limit theorem for multiple-stable processes with long-range dependence (Q2196387) (← links)