Pages that link to "Item:Q873607"

The following pages link to Approximations and limit theory for quadratic forms of linear processes (Q873607):

Displaying 21 items.

• Two estimators of the long-run variance: beyond short memory (Q302164) (← links)
• Mean and autocovariance function estimation near the boundary of stationarity (Q527991) (← links)
• The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables (Q732151) (← links)
• Central limit theorems for arrays of decimated linear processes (Q841489) (← links)
• Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943) (← links)
• Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields (Q971939) (← links)
• Central limit theorems for double Poisson integrals (Q1002551) (← links)
• Asymptotic normality of quadratic forms of martingale differences (Q1687324) (← links)
• LLN for quadratic forms of long memory time series and its applications in random matrix theory (Q1800494) (← links)
• Nonlinear wavelet-based estimation to spectral density for stationary non-Gaussian linear processes (Q2155801) (← links)
• A note on quadratic forms of stationary functional time series under mild conditions (Q2182632) (← links)
• Minimum distance lack-of-fit tests under long memory errors (Q2256084) (← links)
• Estimation pitfalls when the noise is not i.i.d. (Q2329837) (← links)
• A least squares method for variance estimation in heteroscedastic nonparametric regression (Q2336557) (← links)
• Convergence of quadratic forms with nonvanishing diagonal (Q2373662) (← links)
• A martingale decomposition for quadratic forms of Markov chains (with applications) (Q2434497) (← links)
• On asymptotic distributions of weighted sums of periodograms (Q2435247) (← links)
• Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724) (← links)
• Weak convergence of linear and quadratic forms and related statements on \(L_p\)-approximability (Q2633357) (← links)
• CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES (Q2933188) (← links)
• Tests for the Equality of Two Processes' Spectral Densities with Unequal Lengths Using Wavelet Methods (Q4604004) (← links)