Pages that link to "Item:Q1904502"
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The following pages link to Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors (Q1904502):
Displayed 47 items.
- Sojourn measures of Student and Fisher-Snedecor random fields (Q396014) (← links)
- Measuring the roughness of random paths by increment ratios (Q453302) (← links)
- Asymptotic behaviour of the LS estimator in a nonlinear model with long memory (Q458114) (← links)
- Quantitative Breuer-Major theorems (Q544489) (← links)
- Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding (Q553681) (← links)
- The increment ratio statistic under deterministic trends (Q616536) (← links)
- The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
- Asymptotic properties of \(U\)-processes under long-range dependence (Q638797) (← links)
- Level curves crossings and applications for Gaussian models (Q650734) (← links)
- A penalized empirical likelihood method in high dimensions (Q741795) (← links)
- Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift (Q869098) (← links)
- Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles (Q930662) (← links)
- \(L^p\)-variations for multifractal fractional random walks (Q930681) (← links)
- Moment bounds for non-linear functionals of the periodogram (Q981008) (← links)
- Robust estimation of periodic autoregressive processes in the presence of additive outliers (Q990899) (← links)
- Long- and short-range dependent sequences under exponential subordination (Q1293832) (← links)
- Central limit theorems for quadratic forms with time-domain conditions (Q1307086) (← links)
- Limit theorems for functionals of moving averages (Q1381563) (← links)
- Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes (Q1382511) (← links)
- Broadband log-periodogram regression of time series with long-range dependence (Q1568278) (← links)
- Limit theorems for the nonlinear functional of stationary Gaussian processes (Q1599236) (← links)
- The FEXP estimator for potentially non-stationary linear time series. (Q1766049) (← links)
- Distributional limit theorems over a stationary Gaussian sequence of random vectors. (Q1877507) (← links)
- Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields. (Q1879937) (← links)
- Weak convergence of stochastic processes indexed by smooth functions (Q1915849) (← links)
- Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context (Q1940755) (← links)
- Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
- Expectiles for subordinated Gaussian processes with applications (Q1950818) (← links)
- Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra (Q1951702) (← links)
- Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process (Q2375847) (← links)
- Hermite ranks and \(U\)-statistics (Q2441321) (← links)
- On the rate of convergence for central limit theorems of sojourn times of Gaussian fields (Q2444636) (← links)
- Estimating the scaling function of multifractal measures and multifractal random walks using ratios (Q2444671) (← links)
- Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences (Q2456021) (← links)
- The increment ratio statistic (Q2476149) (← links)
- Asymptotic inference in some heteroscedastic regression models with long memory design and errors (Q2477069) (← links)
- Uniform CLT for empirical process (Q2485830) (← links)
- The empirical process for bivariate sequences with long memory (Q2573222) (← links)
- Limit Theorems for Aggregated Linear Processes (Q2837758) (← links)
- The Student Subordinator Model with Dependence for Risky Asset Returns (Q2890083) (← links)
- LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS (Q3191830) (← links)
- Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)
- Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes (Q4979097) (← links)
- Large sample behaviour of some well-known robust estimators under long-range dependence (Q5402580) (← links)
- Randomized Fixed Design Regression under Long-Range-Dependent Errors (Q5457980) (← links)
- On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift (Q5475376) (← links)
- Moment bounds and central limit theorem for functions of Gaussian vectors (Q5953869) (← links)