QUANTILOGRAMS UNDER STRONG DEPENDENCE (Q5112015): Difference between revisions

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+MaRDI publication profile
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+Long memory processes and fractional integration in econometrics
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+Asymptotics for statistical functionals of long-memory sequences
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+Quantile Spectral Analysis for Locally Stationary Time Series
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+The empirical process of some long-range dependent sequences with an application to U-statistics
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@@ Property / cites work @@
+Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
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+Q2778406
@@ Property / cites work: Q2778406 / rank @@
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@@ Property / cites work @@
+Bootstrap methods: another look at the jackknife
@@ Property / cites work: Bootstrap methods: another look at the jackknife / rank @@
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+Predictive quantile regressions under persistence and conditional heteroskedasticity
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@@ Property / cites work @@
+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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@@ Property / cites work @@
+Q3399435
@@ Property / cites work: Q3399435 / rank @@
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@@ Property / cites work @@
+Long memory relationships and the aggregation of dynamic models
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@@ Property / cites work @@
+The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
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@@ Property / cites work @@
+On the asymptotic expansion of the empirical process of long-memory moving averages
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@@ Property / cites work @@
+Limit theorems for functionals of moving averages
@@ Property / cites work: Limit theorems for functionals of moving averages / rank @@
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@@ Property / cites work @@
+Q3563046
@@ Property / cites work: Q3563046 / rank @@
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+Q5624460
@@ Property / cites work: Q5624460 / rank @@
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+Properties of a block bootstrap under long-range dependence
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+Limiting distributions for \(L_1\) regression estimators under general conditions
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@@ Property / cites work @@
+Q3413299
@@ Property / cites work: Q3413299 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4410080
@@ Property / cites work: Q4410080 / rank @@
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@@ Property / cites work @@
+Bootstrap methods for dependent data: a review
@@ Property / cites work: Bootstrap methods for dependent data: a review / rank @@
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@@ Property / cites work @@
+The jackknife and the bootstrap for general stationary observations
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@@ Property / cites work @@
+Resampling methods for dependent data
@@ Property / cites work: Resampling methods for dependent data / rank @@
+Normal rank
@@ Property / cites work @@
+Predictive quantile regression with persistent covariates: IVX-QR approach
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@@ Property / cites work @@
+Laplace Periodogram for Time Series Analysis
@@ Property / cites work: Laplace Periodogram for Time Series Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile Periodograms
@@ Property / cites work: Quantile Periodograms / rank @@
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@@ Property / cites work @@
+The quantilogram: with an application to evaluating directional predictability
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@@ Property / cites work @@
+Q4869557
@@ Property / cites work: Q4869557 / rank @@
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@@ Property / cites work @@
+Uniform Inference in Autoregressive Models
@@ Property / cites work: Uniform Inference in Autoregressive Models / rank @@
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@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
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@@ Property / cites work @@
+Self-Normalization for Time Series: A Review of Recent Developments
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@@ Property / cites work @@
+Exact local Whittle estimation of fractional integration
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@@ Property / cites work @@
+Q3580561
@@ Property / cites work: Q3580561 / rank @@
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@@ Property / cites work @@
+Block Bootstrap for the Empirical Process of Long‐Range Dependent Data
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+The spurious regression of fractionally integrated processes
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+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
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+Block sampling under strong dependence
@@ Property / cites work: Block sampling under strong dependence / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466619000227
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+W3122216235
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