Convergence of integrated processes of arbitrary Hermite rank
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Cites work
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Cited in
(only showing first 100 items - show all)- Weighted averages and local polynomial estimation for fractional linear ARCH processes
- Integrated functionals of normal and fractional processes
- Central limit theorems for non-linear functionals of Gaussian fields
- The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals
- Central limit theorem for functionals of a linear process
- Some sojourn time problems for 2-dimensional Gaussian processes
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- A central limit theorem for non-instantaneous filters of a stationary Gaussian process
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- Spatially homogeneous random evolutions
- Local times of stochastic processes with positive definite bivariate densities
- Regular multigraphs and their application to the Monte Carlo evaluation of moments of non-linear functions of Gaussian random variables
- Bivariate symmetric statistics of long-range dependent observations
- On almost sure noncentral limit theorems
- Appell systems on Lie groups
- Tauberian and Abelian theorems for correlation function of a homogeneous isotropic random field
- On central and non-central limit theorems in density estimation for sequences of long-range dependence
- Bilinear stochastic systems with fractional Brownian motion input
- Regression model fitting with long memory errors
- Alternative forms of fractional Brownian motion
- Central limit theorem for the empirical process of a linear sequence with long memory
- On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation
- A central limit theorem for nonlinear functionals of stationary Gaussian vector processes
- Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test
- Asymptotic expansion of \(M\)-estimators with long-memory errors
- Limit theorems for functionals of moving averages
- Nonparametric M-estimation with long-memory errors
- Weak convergence of multivariate fractional processes
- Asymptotic results for long memory LARCH sequences
- A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence
- Asymptotic properties of LSE of regression coefficients on singular random fields observed on a sphere
- Scaling laws for fractional diffusion-wave equations with singular data
- On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields
- On the rate of convergence to the normal law for solutions of the Burgers equation with singular initial data.
- Variance-type estimation of long memory
- Limit theorem for the statistical solution of Burgers equation
- Limit theorems for the nonlinear functional of stationary Gaussian processes
- Local linear regression estimation for time series with long-range dependence
- Non-Gaussian scenarios for the heat equation with singular initial conditions
- Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion
- Limit properties of the monotone rearrangement for density and regression function estimation
- Sensitivity of the Hermite rank
- Fluctuations in 1D stochastic homogenization of pseudo-elliptic equations with long-range dependent potentials
- Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions
- Stable limits of sums of bounded functions of long memory moving averages with finite variance
- Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion
- Whittle estimator for finite-variance non-Gaussian time series with long memory
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- Asymptotics of empirical processes of long memory moving averages with infinite variance.
- Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields.
- Distant long-range dependent sums and regression estimation
- The empirical process of a short-range dependent stationary sequence under Gaussian subordination
- Localized level crossing random walk test robust to the presence of structural breaks
- Long-memory property of nonlinear transformations of break processes
- Asymptotic behavior of weakly dependent aggregated processes
- Asymptotic behavior of functionals of cyclic long-range dependent random fields
- Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
- Behavior of the Hermite sheet with respect to the Hurst index
- Volatility estimation of general Gaussian Ornstein-Uhlenbeck process
- Convergence of long-memory discrete \(k\)th order Volterra processes
- Oscillating Gaussian processes
- Reduction principle for functionals of strong-weak dependent vector random fields
- Limit theorems for integral functionals of Hermite-driven processes
- Rough homogenisation with fractional dynamics
- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
- On optimal block resampling for Gaussian-subordinated long-range dependent processes
- Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise
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- Functional limit theorems for the fractional Ornstein-Uhlenbeck process
- On nonparametric regression for bivariate circular long-memory time series
- Limit theorems for conservative flows on multiple stochastic integrals
- Scaling limit of the homogenization commutator for Gaussian coefficient fields
- Asymptotic normality of simultaneous estimators of cyclic long-memory processes
- A stochastic calculus for Rosenblatt processes
- Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility
- The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean
- Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation
- On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes
- Averaging Gaussian functionals
- Continuous Breuer-Major theorem: tightness and nonstationarity
- Lower bound for local oscillations of Hermite processes
- Reduction principle for functionals of vector random fields
- A functional non-central limit theorem for multiple-stable processes with long-range dependence
- Robustness of the pathwise structure of fluctuations in stochastic homogenization
- On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos
- Discrete rough paths and limit theorems
- Asymptotic distributions for power variation of the solution to a stochastic heat equation
- Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions
- Non-universal fluctuations of the empirical measure for isotropic stationary fields on \(\mathbb{S}^2\times \mathbb{R} \)
- Asymptotic distributions for power variations of the solution to the spatially colored stochastic heat equation
- General limit distributions for sums of random variables with a matrix product representation
- Asymptotic expansions for functions of the increments of certain Gaussian processes
- Existence, uniqueness and stability of impulsive stochastic neutral functional differential equations driven by Rosenblatt process with varying-time delays
- The functional Breuer-Major theorem
- Limit theorems for long-memory flows on Wiener chaos
- On fractional Lévy processes: tempering, sample path properties and stochastic integration
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