Asymptotic normality of regression estimators with long memory errors (Q1129435): Difference between revisions

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+https://doi.org/10.1016/0167-7152(95)00188-3
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+W1999236360
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+Noncentral limit theorems and Appell polynomials
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+Q5560061
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+M Estimators of Location for Gaussian and Related Processes With Slowly Decaying Serial Correlations
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+The empirical process of some long-range dependent sequences with an application to U-statistics
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+Limit theorem for polynomials of a linear process with long-range dependence
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Fractional differencing
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+Q5624460
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+M-estimators in linear models with long range dependent errors
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+Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
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+Multiple Wiener-Ito integrals. With applications to limit theorems
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence
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+Publication:1129435