Pages that link to "Item:Q1091664"

The following pages link to A central limit theorem for non-instantaneous filters of a stationary Gaussian process (Q1091664):

Displaying 17 items.

• A unified approach to self-normalized block sampling (Q288844) (← links)
• Measuring the roughness of random paths by increment ratios (Q453302) (← links)
• Multipower variation for Brownian semistationary processes (Q654402) (← links)
• How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
• A mixture-type limit theorem for nonlinear functions of Gaussian sequences (Q805059) (← links)
• Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments (Q901559) (← links)
• Wavelet variance analysis for gappy time series (Q907025) (← links)
• Multiple Wiener-Itô integral expansions for level-crossing-count functionals (Q909337) (← links)
• On Berry-Esseen bounds for non-instantaneous filters of linear processes (Q1002555) (← links)
• Central limit theorems for quadratic forms with time-domain conditions (Q1307086) (← links)
• A central limit theorem for nonlinear functionals of stationary Gaussian vector processes (Q1347182) (← links)
• Limit theorems for functionals of moving averages (Q1381563) (← links)
• Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights (Q1780928) (← links)
• The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequences (Q1890741) (← links)
• Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
• Quantification of fracture roughness by change probabilities and Hurst exponents (Q2676484) (← links)
• On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift (Q5475376) (← links)