Pages that link to "Item:Q4130727"

The following pages link to Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence (Q4130727):

Displaying 41 items.

• Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field (Q1912701) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• Change-point estimation of nonstationary \(I(d)\) processes (Q1934679) (← links)
• Expectiles for subordinated Gaussian processes with applications (Q1950818) (← links)
• Volatility estimation of general Gaussian Ornstein-Uhlenbeck process (Q2006737) (← links)
• Reduction principle for functionals of strong-weak dependent vector random fields (Q2032341) (← links)
• Rough homogenisation with fractional dynamics (Q2107412) (← links)
• On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
• Path properties of a generalized fractional Brownian motion (Q2116490) (← links)
• Parametric estimation of long memory multivariate Gaussian random fields (Q2138250) (← links)
• Averaging Gaussian functionals (Q2184611) (← links)
• Reduction principle for functionals of vector random fields (Q2195948) (← links)
• Variance estimator for fractional diffusions with variance and drift depending on time (Q2346521) (← links)
• A central limit theorem for Lipschitz-Killing curvatures of Gaussian excursions (Q2396678) (← links)
• Hermite ranks and \(U\)-statistics (Q2441321) (← links)
• Spectral properties of Burgers and KPZ turbulence (Q2494318) (← links)
• Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences (Q2497191) (← links)
• Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049) (← links)
• Stable Convergence of Certain Functionals of Diffusions Driven by fBm (Q3158138) (← links)
• VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES (Q3377444) (← links)
• GLOBAL FLUCTUATIONS IN PHYSICAL SYSTEMS: A SUBTLE INTERPLAY BETWEEN SUM AND EXTREME VALUE STATISTICS (Q3528519) (← links)
• SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA (Q3696350) (← links)
• High level sojourns for strongly dependent Gaussian processes (Q3854370) (← links)
• Probabilistic and Deterministic Averaging (Q3935219) (← links)
• Some limit theorems for partial sums of quadratic forms in stationary Gaussian variables (Q4169998) (← links)
• Convergence of integrated processes of arbitrary Hermite rank (Q4181029) (← links)
• ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570) (← links)
• Generalized Lorenz curves and convexifications of stochastic processes (Q4819505) (← links)
• Functional limit theorems for Volterra processes and applications to homogenization* (Q5062135) (← links)
• Volatility estimation in fractional Ornstein-Uhlenbeck models (Q5106730) (← links)
• Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process (Q5226142) (← links)
• Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields (Q5298847) (← links)
• Spatial Scalings for Randomly Initialized Heat and Burgers Equations with Quadratic Potentials (Q5305282) (← links)
• Empirical likelihood confidence intervals for the mean of a long‐range dependent process (Q5430500) (← links)
• Limit theorems for sums of dependent random variables (Q5904172) (← links)
• Limit theorems for sums of dependent random variables (Q5904183) (← links)
• Change point estimation in regressions with \(I(d)\) variables. (Q5940733) (← links)
• Moment bounds and central limit theorem for functions of Gaussian vectors (Q5953869) (← links)
• An oscillator driven by algebraically decorrelating noise (Q6109372) (← links)
• Quadratic prediction of time series via auto-cumulants (Q6123497) (← links)
• Winding number for stationary Gaussian processes using real variables (Q6147642) (← links)