Pages that link to "Item:Q958784"
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The following pages link to Empirical process of long-range dependent sequences when parameters are estimated (Q958784):
Displaying 4 items.
- The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
- Asymptotics for statistical functionals of long-memory sequences (Q765881) (← links)
- Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors (Q1952211) (← links)
- On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
