Goodness-of-fit tests for long memory moving average marginal density (Q1938500): Difference between revisions

@@ Property / author @@
+Donatas Surgailis
@@ Property / author: Donatas Surgailis / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+longmemo
@@ Property / describes a project that uses: longmemo / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00184-012-0383-y
+Normal rank
@@ Property / OpenAlex ID @@
+W2060942434
@@ Property / OpenAlex ID: W2060942434 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the Bickel\,-\,Rosenblatt test in autoregressive time series
+Normal rank
@@ Property / cites work @@
+Long memory processes and fractional integration in econometrics
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+On some global measures of the deviations of density function estimates
+Normal rank
@@ Property / cites work @@
+Consistent estimation of the memory parameter for nonlinear time series
+Normal rank
@@ Property / cites work @@
+The Invariance Principle for Stationary Processes
@@ Property / cites work: The Invariance Principle for Stationary Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4791730
@@ Property / cites work: Q4791730 / rank @@
+Normal rank
@@ Property / cites work @@
+Functional central limit theorem for the empirical process of short memory linear processes
+Normal rank
@@ Property / cites work @@
+Q2778406
@@ Property / cites work: Q2778406 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence of the sample distribution function when parameters are estimated
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of regression estimators with long memory errors
+Normal rank
@@ Property / cites work @@
+The Use of $\omega ^2 $ Tests for Testing Parametric Hypotheses
+Normal rank
@@ Property / cites work @@
+Martingale Approach in the Theory of Goodness-of-Fit Tests
+Normal rank
@@ Property / cites work @@
+Second-order behavior of M-estimators in linear regression with long-memory errors
+Normal rank
@@ Property / cites work @@
+Q4410080
@@ Property / cites work: Q4410080 / rank @@
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit testing under long memory
@@ Property / cites work: Goodness-of-fit testing under long memory / rank @@
+Normal rank