Empirical process of residuals for regression models with long memory errors (Q2452780): Difference between revisions

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-.1016/j.spl.2013.11.018
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+Weak convergence of the sequential empirical processes of residuals in ARMA models
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+Residual empirical processes for long and short memory time series
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+Asymptotic normality of regression estimators with long memory errors
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+Q3399435
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+On the asymptotic expansion of the empirical process of long-memory moving averages
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+A weak convergence result useful in robust autoregression
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+Q4943491
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+Weighted empirical processes in dynamic nonlinear models.
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+Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
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+Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression
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+Asymptotic expansion of \(M\)-estimators with long-memory errors
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+Second-order behavior of M-estimators in linear regression with long-memory errors
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+Q4410080
@@ Property / cites work: Q4410080 / rank @@
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+Goodness-of-fit testing under long memory
@@ Property / cites work: Goodness-of-fit testing under long memory / rank @@
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+Estimating the innovation distribution in nonparametric autoregression
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+Empirical processes of long-memory sequences
@@ Property / cites work: Empirical processes of long-memory sequences / rank @@
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@@ Property / DOI @@
+.1016/J.SPL.2013.11.018
@@ Property / DOI: 10.1016/J.SPL.2013.11.018 / rank @@
+Normal rank