VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES (Q3377444): Difference between revisions

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+Soumendra Nath Lahiri
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+MaRDI publication profile
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@@ Property / cites work @@
+On the moving block bootstrap under long range dependence
+Normal rank
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Non-central limit theorems for non-linear functional of Gaussian fields
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+The Invariance Principle for Stationary Processes
@@ Property / cites work: The Invariance Principle for Stationary Processes / rank @@
+Normal rank
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+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
+Normal rank
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+On large-sample estimation for the mean of a stationary random sequence
+Normal rank
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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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+Q3327591
@@ Property / cites work: Q3327591 / rank @@
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+Convergence of integrated processes of arbitrary Hermite rank
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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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+Weak convergence to fractional brownian motion and to the rosenblatt process
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