Pages that link to "Item:Q1381563"

The following pages link to Limit theorems for functionals of moving averages (Q1381563):

Displaying 50 items.

• Change-in-mean problem for long memory time series models with applications (Q135938) (← links)
• A unified approach to self-normalized block sampling (Q288844) (← links)
• Some remarks on definitions of memory for stationary random processes and fields (Q327184) (← links)
• Bootstrapping the empirical distribution of a linear process (Q395990) (← links)
• Ratio test for variance change point in linear process with long memory (Q451414) (← links)
• Structure of the third moment of the generalized Rosenblatt distribution (Q467011) (← links)
• Memory properties of transformations of linear processes (Q523450) (← links)
• The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
• How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
• Some results on random design regression with long memory errors and predictors (Q710817) (← links)
• Nonparametric density estimation for linear processes with infinite variance (Q730761) (← links)
• An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic (Q764492) (← links)
• Change-of-variance problem for linear processes with long memory (Q864915) (← links)
• Sample quantile analysis for long-memory stochastic volatility models (Q888329) (← links)
• Nonparametric estimation of conditional medians for linear and related processes (Q907056) (← links)
• A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\) (Q927262) (← links)
• Residual empirical processes for long and short memory time series (Q955149) (← links)
• Nonparametric regression for dependent data in the errors-in-variables problem (Q989268) (← 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)
• Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
• On extremal distributions and sharp \(L_p\)-bounds for sums of multilinear forms (Q1394522) (← links)
• Asymptotics of \(M\)-estimators in non-linear regression with long memory designs. (Q1424465) (← links)
• On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages (Q1568300) (← links)
• Non-Gaussian scenarios for the heat equation with singular initial conditions (Q1613656) (← links)
• Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
• Sensitivity of the Hermite rank (Q1730932) (← links)
• Stable limits of empirical processes of moving averages with infinite variance. (Q1766034) (← links)
• Stable limits of sums of bounded functions of long memory moving averages with finite variance (Q1769779) (← links)
• Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights (Q1780928) (← links)
• Whittle estimator for finite-variance non-Gaussian time series with long memory (Q1807173) (← links)
• Asymptotics of empirical processes of long memory moving averages with infinite variance. (Q1879517) (← links)
• On weighted \(U\)-statistics for stationary processes. (Q1879839) (← links)
• Martingale approximations for sums of stationary processes. (Q1879842) (← links)
• Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
• Strong approximation for \(\rho \)-mixing sequences (Q1934007) (← links)
• Nonparametric quantile regression with heavy-tailed and strongly dependent errors (Q1934479) (← links)
• Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra (Q1951702) (← links)
• Nonparametric deconvolution problem for dependent sequences (Q1951771) (← links)
• Asymptotic results for spatial causal ARMA models (Q1952040) (← links)
• Kink estimation in stochastic regression with dependent errors and predictors (Q1952085) (← links)
• Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors (Q1952211) (← links)
• Comparing the marginal densities of two strictly stationary linear processes (Q2027224) (← links)
• Comparing two nonparametric regression curves in the presence of long memory in covariates and errors (Q2174527) (← links)
• From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in \(1 + 1\) dimensions (Q2175326) (← links)
• A functional non-central limit theorem for multiple-stable processes with long-range dependence (Q2196387) (← links)
• On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data (Q2253824) (← links)
• On limit theory for functionals of stationary increments Lévy driven moving averages (Q2274198) (← links)
• Anisotropic scaling limits of long-range dependent random fields (Q2304435) (← links)
• Data driven smooth test of comparison for dependent sequences (Q2350057) (← links)