Moment bounds for non-linear functionals of the periodogram (Q981008): Difference between revisions

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+.5096
@@ Property / arXiv ID: 0807.5096 / rank @@
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+Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
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+Q3229719
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+Normal rank
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+Q4097679
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+THE DISTRIBUTION OF PERIODOGRAM ORDINATES
@@ Property / cites work: THE DISTRIBUTION OF PERIODOGRAM ORDINATES / rank @@
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+On the integral of the squared periodogram
@@ Property / cites work: On the integral of the squared periodogram / rank @@
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+Q2778406
@@ Property / cites work: Q2778406 / rank @@
+Normal rank
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+Nonlinear functionals of the periodogram
@@ Property / cites work: Nonlinear functionals of the periodogram / rank @@
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+Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes.
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Asymptotically efficient nonparametric estimation of nonlinear spectral functionals
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+RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE
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+Asymptotic expansions for sums of weakly dependent random vectors
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+Q3272866
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+ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES
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+The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
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+An Efficient Taper for Potentially Overdifferenced Long-memory Time Series
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+Adaptive estimation of the fractional differencing coefficient
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+CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA
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+On estimating integrated squared spectral density derivatives
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+Broadband log-periodogram regression of time series with long-range dependence
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+Gaussian semiparametric estimation of long range dependence
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+Log-periodogram regression of time series with long range dependence
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@@ Property / cites work @@
+Pooled Log Periodogram Regression
@@ Property / cites work: Pooled Log Periodogram Regression / rank @@
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+Moment bounds and central limit theorem for functions of Gaussian vectors
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+On estimation of parameters of Gaussian stationary processes
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+On estimation of the integrals of certain functions of spectral density
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+Higher order asymptotic theory for time series analysis
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+Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
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+NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION
@@ Property / cites work: NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION / rank @@
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+PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION
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