Long- and short-range dependent sequences under exponential subordination
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Publication:1293832
DOI10.1016/S0167-7152(98)00188-6zbMath0943.60013OpenAlexW2090522097MaRDI QIDQ1293832
Publication date: 29 June 1999
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00188-6
Related Items (7)
Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields ⋮ On nonparametric density estimation for multivariate linear long-memory processes ⋮ Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter ⋮ A general asymptotic scheme for inference under order restrictions ⋮ Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models ⋮ The tenth Vilnius conference on probability theory and mathematical statistics. II ⋮ Some properties of random stationary sequences with bivariate densities having diagonal expansions and nonparametric estimators based on them*
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