Pages that link to "Item:Q1879517"

The following pages link to Asymptotics of empirical processes of long memory moving averages with infinite variance. (Q1879517):

Displaying 19 items.

• Some remarks on definitions of memory for stationary random processes and fields (Q327184) (← links)
• Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793) (← links)
• M-estimation in nonparametric regression under strong dependence and infinite variance (Q730760) (← links)
• Nonparametric density estimation for linear processes with infinite variance (Q730761) (← links)
• Asymptotics for statistical functionals of long-memory sequences (Q765881) (← links)
• Aggregation of random-coefficient AR(1) process with infinite variance and common innovations (Q847911) (← links)
• On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications (Q900567) (← links)
• Nonparametric estimation of conditional medians for linear and related processes (Q907056) (← links)
• Tempered fractional Brownian and stable motions of second kind (Q1686359) (← 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)
• Some long-range dependence processes arising from fluctuations of particle systems (Q1776822) (← links)
• Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
• Nonparametric quantile regression with heavy-tailed and strongly dependent errors (Q1934479) (← links)
• On Koul's minimum distance estimators in the regression models with long memory moving averages. (Q2574570) (← links)
• On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777) (← links)
• On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
• A Central Limit Theorem for Reversible Processes with Nonlinear Growth of Variance (Q3067858) (← links)
• Limit theorems for functionals of long memory linear processes with infinite variance (Q6145598) (← links)