REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS (Q4653558): Difference between revisions

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+Bootstrap Approximations in Model Checks for Regression
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+Nonparametric model checks for regression
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+Long memory processes and fractional integration in econometrics
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+Long-Term Memory in Stock Market Prices
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+Noncentral limit theorems and Appell polynomials
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+Asymptotics of empirical processes of long memory moving averages with infinite variance.
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+Asymptotic normality of the Whittle estimator in linear regression models with long memory errors
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+Asymptotic normality of regression estimators with long memory errors
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+Non-central limit theorems for non-linear functional of Gaussian fields
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+Goodness-of-fit tests for nonlinear heteroscedastic regression models
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+The empirical process of some long-range dependent sequences with an application to U-statistics
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+Model checks for regression: an innovation process approach
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+Asymptotic expansion of \(M\)-estimators with long-memory errors
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+Nonparametric model checks for time series
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+Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
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+Martingale Approach in the Theory of Goodness-of-Fit Tests
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+Limit theorems for functionals of moving averages
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+On the asymptotic expansion of the empirical process of long-memory moving averages
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+Central limit theorem for the empirical process of a linear sequence with long memory
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