Regression model fitting with long memory errors (Q1299429): Difference between revisions

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+Winfried Stute
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@@ Property / cites work @@
+A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
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@@ Property / cites work @@
+Fractional differencing and long memory processes
@@ Property / cites work: Fractional differencing and long memory processes / rank @@
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+Q4865042
@@ Property / cites work: Q4865042 / rank @@
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+Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
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+Testing the equality of nonparametric regression curves
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+Efficient parameter estimation for self-similar processes
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+Non-central limit theorems for non-linear functional of Gaussian fields
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+Q4102614
@@ Property / cites work: Q4102614 / rank @@
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+Q5624436
@@ Property / cites work: Q5624436 / rank @@
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+Estimation of the dependence parameter in linear regression with long-range-dependent errors
+Normal rank
@@ Property / cites work @@
+A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
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+Asymptotic normality of regression estimators with long memory errors
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+On Convergence to Semi-Stable Gaussian Processes
@@ Property / cites work: On Convergence to Semi-Stable Gaussian Processes / rank @@
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+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
+Normal rank
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+Nonparametric model checks for time series
@@ Property / cites work: Nonparametric model checks for time series / rank @@
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+Asymptotic expansion of \(M\)-estimators with long-memory errors
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@@ Property / cites work @@
+Semiparametric analysis of long-memory time series
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@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
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+Large-sample inference for nonparametric regression with dependent errors
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@@ Property / cites work @@
+Q3996907
@@ Property / cites work: Q3996907 / rank @@
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@@ Property / cites work @@
+Nonparametric model checks for regression
@@ Property / cites work: Nonparametric model checks for regression / rank @@
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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@@ Property / cites work @@
+Convergence of integrated processes of arbitrary Hermite rank
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@@ Property / Wikidata QID @@
+Q127203458
@@ Property / Wikidata QID: Q127203458 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0378-3758(98)00016-0
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@@ Property / OpenAlex ID @@
+W1985362625
@@ Property / OpenAlex ID: W1985362625 / rank @@
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