Pages that link to "Item:Q5408115"
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The following pages link to MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG‐RANGE DEPENDENCE (Q5408115):
Displaying 6 items.
- Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders (Q402492) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- Conditional marginal expected shortfall (Q826003) (← links)
- Non-central limit theorems and convergence rates (Q4606856) (← links)
- Functional limit theorems for Volterra processes and applications to homogenization* (Q5062135) (← links)
- A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
