The following pages link to (Q3399435):
Displaying 50 items.
- Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
- Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors (Q272079) (← links)
- On two sample inference for eigenspaces in functional data analysis with dependent errors (Q274021) (← links)
- A unified approach to self-normalized block sampling (Q288844) (← links)
- A nonlinear model for long-memory conditional heteroscedasticity (Q327174) (← links)
- Some remarks on definitions of memory for stationary random processes and fields (Q327184) (← links)
- Tempered Hermite process (Q340791) (← links)
- A multivariate stochastic unit root model with an application to derivative pricing (Q341897) (← links)
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- Weak convergence in the near unit root setting (Q385116) (← links)
- Operator self-similar processes and functional central limit theorems (Q402717) (← links)
- Properties of spectral covariance for linear processes with infinite variance (Q406614) (← links)
- On local slope estimation in partial linear models under Gaussian subordination (Q466527) (← links)
- Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models (Q466996) (← links)
- The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
- Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes (Q491694) (← links)
- A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
- The universality of homogeneous polynomial forms and critical limits (Q501838) (← links)
- On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (Q505335) (← links)
- Local linear estimation for regression models with locally stationary long memory errors (Q530373) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- A note on the normalizing sequences for sums of linear processes in the case of negative memory (Q683359) (← links)
- Aggregation of autoregressive random fields and anisotropic long-range dependence (Q726745) (← links)
- On the trace approximation problem for truncated Toeplitz operators and matrices (Q736390) (← links)
- Lack of fit test for long memory regression models (Q779683) (← links)
- A note on linear processes with tapered innovations (Q779839) (← links)
- On nonparametric ridge estimation for multivariate long-memory processes (Q829814) (← links)
- Joint aggregation of random-coefficient AR(1) processes with common innovations (Q893913) (← links)
- Invariance principles for tempered fractionally integrated processes (Q1615896) (← links)
- Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399) (← links)
- Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts (Q1647625) (← links)
- Spectral approach to parameter-free unit root testing (Q1659094) (← links)
- State space modeling of Gegenbauer processes with long memory (Q1659105) (← links)
- Adjusted blockwise empirical likelihood for long memory time series models (Q1663616) (← links)
- Tempered fractional Brownian and stable motions of second kind (Q1686359) (← links)
- Asymptotic normality of quadratic forms of martingale differences (Q1687324) (← links)
- Weak law of large numbers for linear processes (Q1701324) (← links)
- A multivariate test against spurious long memory (Q1706443) (← links)
- Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
- Sensitivity of the Hermite rank (Q1730932) (← links)
- On optimal investment with processes of long or negative memory (Q1743336) (← links)
- Szegő's theorem and its probabilistic descendants (Q1950169) (← links)
- Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis (Q1983069) (← links)
- Sample covariances of random-coefficient AR(1) panel model (Q2008620) (← links)
- Convergence of long-memory discrete \(k\)th order Volterra processes (Q2018569) (← links)
- The difference of symmetric quantiles under long range dependence (Q2018635) (← links)
- Comparing the marginal densities of two strictly stationary linear processes (Q2027224) (← links)
- Random discretization of stationary continuous time processes (Q2036302) (← links)
- Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← links)
- Randomized multivariate central limit theorems for ergodic homogeneous random fields (Q2059685) (← links)
