Pages that link to "Item:Q1105916"

The following pages link to Multiple stochastic integrals with dependent integrators (Q1105916):

Displaying 18 items.

• Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (Q406502) (← links)
• Asymptotic behaviour of the LS estimator in a nonlinear model with long memory (Q458114) (← links)
• On the Gaussian approximation of vector-valued multiple integrals (Q538180) (← links)
• A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212) (← links)
• Asymptotic properties of \(U\)-processes under long-range dependence (Q638797) (← links)
• Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors (Q745533) (← links)
• On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications (Q900567) (← links)
• Cumulants on the Wiener space (Q971831) (← links)
• Sojourn in an elliptical domain (Q1079867) (← links)
• M-estimators in linear models with long range dependent errors (Q1198999) (← links)
• Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors (Q1326344) (← links)
• Asymptotic inference for LSE in multivariate continuous regression models with long-memory random fields. (Q1428417) (← links)
• Non-Gaussian scenarios for the heat equation with singular initial conditions (Q1613656) (← links)
• The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks (Q1615082) (← links)
• Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes (Q4979097) (← links)
• Non-Gaussian limit of a tracer motion in an incompressible flow (Q5066727) (← links)
• Analysis of the Rosenblatt process (Q5190284) (← links)
• Limit behavior of the Rosenblatt Ornstein–Uhlenbeck process with respect to the Hurst index (Q5230217) (← links)