Pages that link to "Item:Q5408115"

The following pages link to MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG‐RANGE DEPENDENCE (Q5408115):

Displaying 31 items.

• Asymptotics for random functions moderated by dependent noise (Q329063) (← links)
• Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders (Q402492) (← links)
• How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
• Conditional marginal expected shortfall (Q826003) (← links)
• Sensitivity of the Hermite rank (Q1730932) (← links)
• Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors (Q1904502) (← links)
• Local robust estimation of the Pickands dependence function (Q1991678) (← links)
• Oscillating Gaussian processes (Q2023470) (← links)
• Reduction principle for functionals of strong-weak dependent vector random fields (Q2032341) (← links)
• Modeling temporally uncorrelated components of complex-valued stationary processes (Q2068984) (← links)
• Generating diffusions with fractional Brownian motion (Q2089733) (← links)
• Rough homogenisation with fractional dynamics (Q2107412) (← links)
• Functional limit theorems for the fractional Ornstein-Uhlenbeck process (Q2116486) (← links)
• Reduction principle for functionals of vector random fields (Q2195948) (← links)
• Limit theorems in the context of multivariate long-range dependence (Q2196372) (← links)
• A functional non-central limit theorem for multiple-stable processes with long-range dependence (Q2196387) (← links)
• Limit theorems for long-memory flows on Wiener chaos (Q2295041) (← links)
• Multivariate limits of multilinear polynomial-form processes with long memory (Q2438491) (← links)
• Hermite ranks and \(U\)-statistics (Q2441321) (← links)
• Nonstandard limit theorem for infinite variance functionals (Q2482288) (← links)
• Strong asymptotic independence on Wiener chaos (Q2789883) (← links)
• Long-Range Dependence and the Rank of Decompositions (Q2949972) (← links)
• Weak convergence of weighted additive functionals of long-range dependent fields (Q3120611) (← links)
• Functional limit theorems for power series with rapid decay of moving averages of Hermite processes (Q3384680) (← links)
• Limit theorems in change-point problems with multivariate long-range dependent observations (Q4451688) (← links)
• Non-central limit theorems and convergence rates (Q4606856) (← links)
• Functional limit theorems for Volterra processes and applications to homogenization* (Q5062135) (← links)
• On asymptotics of discretized functionals of long-range dependent functional data (Q5079246) (← links)
• Limit theorems for filtered long-range dependent random fields (Q5086532) (← links)
• A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
• Two-sample <i>U</i>-statistic processes for long-range dependent data (Q5276171) (← links)