Randomly fractionally integrated processes (Q2471657): Difference between revisions

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-Donatas Surgailis
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+Donatas Surgailis
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+MaRDI publication profile
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+https://doi.org/10.1007/s10986-007-0001-2
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+W2046009064
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@@ Property / cites work @@
+The empirical process of some long-range dependent sequences with an application to U-statistics
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@@ Property / cites work @@
+Non-central limit theorems for non-linear functional of Gaussian fields
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+Asymptotics of weighted empirical processes of linear fields with long-range dependence
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+Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory
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+Central limit theorem for the empirical process of a linear sequence with long memory
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+On the asymptotic expansion of the empirical process of long-memory moving averages
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@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
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@@ Property / cites work @@
+Fractional ARIMA with stable innovations
@@ Property / cites work: Fractional ARIMA with stable innovations / rank @@
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+Invariance principle for a class of non stationary processes with long memory
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+Almost periodically correlated processes with long memory
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+Q4084474
@@ Property / cites work: Q4084474 / rank @@
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@@ Property / cites work @@
+Long-range dependence and Appell rank
@@ Property / cites work: Long-range dependence and Appell rank / rank @@
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@@ Property / cites work @@
+Stable limits of sums of bounded functions of long memory moving averages with finite variance
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+Convergence of integrated processes of arbitrary Hermite rank
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@@ links / mardi / name / links / mardi / name @@
+Publication:2471657