Pages that link to "Item:Q4057868"
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The following pages link to Weak convergence to fractional brownian motion and to the rosenblatt process (Q4057868):
Displaying 50 items.
- Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise (Q657765) (← links)
- A note on approximation to multifractional Brownian motion (Q660009) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- Rosenblatt Laplace motion (Q670530) (← links)
- Long-term and short-term price memory in the stock market (Q672632) (← links)
- The tenth Vilnius conference on probability theory and mathematical statistics. II (Q717820) (← links)
- A strong uniform approximation of fractional Brownian motion by means of transport processes (Q734645) (← links)
- A penalized empirical likelihood method in high dimensions (Q741795) (← links)
- Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors (Q745533) (← links)
- Limit theorem for polynomials of a linear process with long-range dependence (Q751016) (← links)
- A noncentral limit theorem for quadratic forms of Gaussian stationary sequences (Q757986) (← links)
- Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables (Q765880) (← links)
- Asymptotics for statistical functionals of long-memory sequences (Q765881) (← links)
- Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence (Q785666) (← links)
- Invariance principle for functions of stationarily connected Gaussian variables (Q788390) (← links)
- Self-similar random fields (Q792005) (← links)
- The tests of Robinson (1994) for fractional integration. Time domain versus frequency domain (Q815321) (← links)
- Approximate controllability of nonlinear hilfer fractional stochastic differential system with Rosenblatt process and Poisson jumps (Q823740) (← links)
- Noncentral convergence of multiple integrals (Q838003) (← links)
- Stein's method on Wiener chaos (Q839413) (← links)
- Identification of multifractional Brownian motion (Q850716) (← links)
- Power variation of some integral fractional processes (Q850768) (← links)
- Nonparametric regression with heteroscedastic long memory errors (Q861203) (← links)
- Change-of-variance problem for linear processes with long memory (Q864915) (← links)
- Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data (Q866638) (← links)
- From intersection local time to the Rosenblatt process (Q895915) (← links)
- On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications (Q900567) (← links)
- A white noise approach to stochastic integration with respect to the Rosenblatt process (Q907307) (← links)
- Convergence rates in density estimation for data from infinite-order moving average processes (Q910098) (← links)
- Residual empirical processes for long and short memory time series (Q955149) (← links)
- LASS: a tool for the local analysis of self-similarity (Q959327) (← links)
- On functional versions of the arc-sine law (Q966497) (← links)
- Variations and estimators for self-similarity parameters via Malliavin calculus (Q971934) (← links)
- Fractional multiplicative processes (Q985348) (← links)
- Goodness-of-fit testing under long memory (Q993816) (← links)
- Mean integrated squared error of nonlinear wavelet-based estimators with long memory data (Q995795) (← links)
- Weighted averages and local polynomial estimation for fractional linear ARCH processes (Q1001706) (← links)
- On Berry-Esseen bounds for non-instantaneous filters of linear processes (Q1002555) (← links)
- Integrated functionals of normal and fractional processes (Q1009478) (← links)
- Correlated continuous time random walks (Q1017816) (← links)
- Extending the scope of empirical likelihood (Q1018635) (← links)
- Convergence of certain functionals of integral fractional processes (Q1047151) (← links)
- Gaussian stochastic processes (Q1052741) (← links)
- Central limit theorems for non-linear functionals of Gaussian fields (Q1054065) (← links)
- The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals (Q1056986) (← links)
- Central limit theorem for functionals of a linear process (Q1060486) (← links)
- Some sojourn time problems for 2-dimensional Gaussian processes (Q1076416) (← links)
- Multiple stochastic integrals with dependent integrators (Q1105916) (← links)
- Asymptotic normality of regression estimators with long memory errors (Q1129435) (← links)
- Spatially homogeneous random evolutions (Q1142487) (← links)