Pages that link to "Item:Q5624463"

The following pages link to The Invariance Principle for Stationary Processes (Q5624463):

Displaying 50 items.

• Detection of multiple changes in a sequence of dependent variables (Q120317) (← links)
• Likelihood inference for a fractionally cointegrated vector autoregressive model (Q125805) (← links)
• A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
• The distance between rival nonstationary fractional processes (Q265027) (← links)
• Renewal regime switching and stable limit laws (Q265118) (← links)
• Modified kernel regression estimation with functional time series data (Q277279) (← links)
• A unified approach to self-normalized block sampling (Q288844) (← links)
• Functional convergence of linear processes with heavy-tailed innovations (Q300283) (← links)
• Properties of a block bootstrap under long-range dependence (Q354205) (← links)
• Invariance principles in Besov spaces, Gaussian processes and long-range dependence (Q384773) (← links)
• Kernel type smoothed quantile estimation under long memory (Q451365) (← links)
• On the adaptive wavelet deconvolution of a density for strong mixing sequences (Q457615) (← links)
• A general central limit theorem for strong mixing sequences (Q467034) (← links)
• Adaptive estimation of an additive regression function from weakly dependent data (Q476220) (← links)
• A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
• Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process (Q500869) (← links)
• The universality of homogeneous polynomial forms and critical limits (Q501838) (← links)
• Bahadur representation for \(U\)-quantiles of dependent data (Q538185) (← links)
• A new sufficient condition in the invariance principle for the partial sum processes of moving averages (Q542174) (← links)
• The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations (Q547338) (← links)
• Fractional normal inverse Gaussian diffusion (Q618023) (← links)
• Invariance principles for linear processes with application to isotonic regression (Q637091) (← links)
• A note on approximation to multifractional Brownian motion (Q660009) (← links)
• Weak convergence for weighted empirical processes of dependent sequences (Q674522) (← links)
• Invariance principle, multifractional Gaussian processes and long-range dependence (Q731682) (← links)
• Likelihood inference for a nonstationary fractional autoregressive model (Q736555) (← links)
• An I(\(d\)) model with trend and cycles (Q737963) (← links)
• Invariance principle for functions of stationarily connected Gaussian variables (Q788390) (← links)
• Gaussian approximation of mixing random fields (Q797219) (← links)
• Wavelet density estimation for mixing and size-biased data (Q824692) (← links)
• Regularized least square regression with dependent samples (Q849335) (← links)
• On the distribution of quadratic functionals of the ordinary and fractional Brownian motions (Q947255) (← links)
• A two-sample test for comparison of long memory parameters (Q990895) (← links)
• Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory (Q996717) (← links)
• Asymptotic normality of frequency polygons for random fields (Q1039489) (← links)
• Analogs of the arcsine distribution for sequences linearly generated by independent random variables (Q1053352) (← links)
• Invariance principle for estimates of regression coefficients of a random field (Q1055087) (← links)
• Multilinear forms and measures of dependence between random variables (Q1071436) (← links)
• Invariance principles under a two-part mixing assumption (Q1086909) (← links)
• Weighted sums of i.i.d. random variables attracted to integrals of stable processes (Q1092510) (← links)
• Moment inequalities and the central limit theorem for integrals of random fields with mixing (Q1110910) (← links)
• Exponential inequalities for dependent random variables (Q1178651) (← links)
• Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter (Q1201123) (← links)
• Convergence rates in the central limit theorem for means of autoregressive and moving average sequences (Q1201762) (← links)
• Complete convergence for \(\alpha{}\)-mixing sequences (Q1209704) (← links)
• On deviations between empirical and quantile processes for mixing random variables (Q1253071) (← links)
• A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence (Q1299492) (← links)
• Alternative forms of fractional Brownian motion (Q1304352) (← links)
• Estimation and test of linearity for a class of additive nonlinear models (Q1305278) (← links)
• Self-normalized central limit theorem for sums of weakly dependent random variables (Q1322910) (← links)