Pages that link to "Item:Q3377434"
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The following pages link to UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES (Q3377434):
Displaying 26 items.
- A unified approach to self-normalized block sampling (Q288844) (← links)
- A strong convergence to the Rosenblatt process (Q412475) (← links)
- Memory properties of transformations of linear processes (Q523450) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- Robust estimation in a nonlinear cointegration model (Q847424) (← links)
- Residual empirical processes for long and short memory time series (Q955149) (← links)
- Variations and Hurst index estimation for a Rosenblatt process using longer filters (Q1952030) (← links)
- Comparing the marginal densities of two strictly stationary linear processes (Q2027224) (← links)
- Time series modeling on dynamic networks (Q2283569) (← links)
- Martingale decomposition and approximations for nonlinearly dependent processes (Q2322644) (← links)
- Weak convergence to Rosenblatt sheet (Q2355255) (← links)
- Block sampling under strong dependence (Q2444643) (← links)
- Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics (Q2448714) (← links)
- Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
- Residual empirical processes for nearly unstable long-memory time series (Q2511572) (← links)
- ASYMPTOTIC PROPERTIES OF SELF-NORMALIZED LINEAR PROCESSES WITH LONG MEMORY (Q2890703) (← links)
- Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus (Q3094226) (← links)
- Approximation of the Rosenblatt process by semimartingales (Q4975166) (← links)
- Non symmetric Rosenblatt process over a compact (Q5079152) (← links)
- Analysis of the Rosenblatt process (Q5190284) (← links)
- Asymptotic behaviour of mild solution of nonlinear stochastic partial functional equations (Q5225908) (← links)
- A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
- Testing for a unit root with nonstationary nonlinear heteroskedasticity (Q5861007) (← links)
- A unit root test for an AR(1) process with AR errors by using random weighted bootstrap (Q6054007) (← links)
- A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations (Q6054051) (← links)
- Multifractional Hermite processes: definition and first properties (Q6056578) (← links)
