The following pages link to (Q3399435):
Displaying 50 items.
- Optimal long-term investment in illiquid markets when prices have negative memory (Q2064830) (← links)
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
- Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening (Q2084468) (← links)
- Spectral analysis of multifractional LRD functional time series (Q2110533) (← links)
- Choosing between persistent and stationary volatility (Q2112824) (← links)
- Statistical estimation for stationary models with tapered data (Q2116627) (← links)
- On nonparametric regression for bivariate circular long-memory time series (Q2122802) (← links)
- Limit theorems for conservative flows on multiple stochastic integrals (Q2135196) (← links)
- Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
- Nonlinear wavelet-based estimation to spectral density for stationary non-Gaussian linear processes (Q2155801) (← links)
- Comparing two nonparametric regression curves in the presence of long memory in covariates and errors (Q2174527) (← links)
- Asymptotics of estimators for nonparametric multivariate regression models with long memory (Q2181556) (← links)
- Limit theorems in the context of multivariate long-range dependence (Q2196372) (← links)
- Spectral estimation for non-linear long range dependent discrete time trawl processes (Q2199705) (← links)
- Data-driven semi-parametric detection of multiple changes in long-range dependent processes (Q2209823) (← links)
- On the empirical process of tempered moving averages (Q2216974) (← links)
- Nearest neighbors estimation for long memory functional data (Q2220297) (← links)
- Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
- Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\) (Q2229695) (← links)
- Asymptotic theory for regression models with fractional local to unity root errors (Q2230667) (← links)
- Gaussian linear model selection in a dependent context (Q2233592) (← links)
- Lasso with long memory regression errors (Q2250693) (← links)
- A note on moment inequality for quadratic forms (Q2251689) (← links)
- Minimum distance lack-of-fit tests under long memory errors (Q2256084) (← links)
- On estimation of mean and covariance functions in repeated time series with long-memory errors (Q2257486) (← links)
- Learning can generate long memory (Q2294508) (← links)
- Limit theorems for long-memory flows on Wiener chaos (Q2295041) (← links)
- Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Q2301060) (← links)
- Anisotropic scaling limits of long-range dependent random fields (Q2304435) (← links)
- Parameter estimation for ARTFIMA time series (Q2317279) (← links)
- On the sample autocovariance of a Lévy driven moving average process when sampled at a renewal sequence (Q2317312) (← links)
- Martingale decomposition and approximations for nonlinearly dependent processes (Q2322644) (← links)
- Estimation pitfalls when the noise is not i.i.d. (Q2329837) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
- Scaling transition for nonlinear random fields with long-range dependence (Q2360249) (← links)
- Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data (Q2374403) (← links)
- The central limit theorem for a sequence of random processes with space-varying long memory (Q2393663) (← links)
- Asymptotics of partial sums of linear processes with changing memory parameter (Q2393664) (← links)
- An \(M\)-estimator for the long-memory parameter (Q2407067) (← links)
- Convergence rates in the law of large numbers for long-range dependent linear processes (Q2407662) (← links)
- Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\) (Q2414754) (← links)
- Discrete-time trawl processes (Q2419973) (← links)
- On asymptotic distributions of weighted sums of periodograms (Q2435247) (← links)
- Generalized Hermite processes, discrete chaos and limit theorems (Q2436796) (← links)
- Multivariate limits of multilinear polynomial-form processes with long memory (Q2438491) (← links)
- Empirical process of residuals for regression models with long memory errors (Q2452780) (← links)
- Adaptive forecasting in the presence of recent and ongoing structural change (Q2453078) (← links)
- Inference on stochastic time-varying coefficient models (Q2512638) (← links)
- A goodness-of-fit test for marginal distribution of linear random fields with long memory (Q2634241) (← links)
- A consistent estimator for skewness of partial sums of dependent data (Q2658002) (← links)
