Noncentral limit theorems and Appell polynomials

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Weighted averages and local polynomial estimation for fractional linear ARCH processes
Asymptotic normality of regression estimators with long memory errors
Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence
Appell systems on Lie groups
Convergence of normalized quadratic forms
Central limit theorem for the empirical process of a linear sequence with long memory
Central limit theorems for quadratic forms with time-domain conditions
Change-in-mean problem for long memory time series models with applications
Asymptotic expansion of \(M\)-estimators with long-memory errors
Limit theorems for functionals of moving averages
Limit theorems for bivariate Appell polynomials. II: Non-central limit theorems
Asymptotic results for long memory LARCH sequences
Weak universality of dynamical ^4_3: non-Gaussian noise
Optimal approximation of Skorohod integrals
Stable limits of sums of bounded functions of long memory moving averages with finite variance
Whittle estimator for finite-variance non-Gaussian time series with long memory
On the asymptotic expansion of the empirical process of long-memory moving averages
Convergence of sums of Appell polynomials with infinite variance
Long memory processes and fractional integration in econometrics
Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
Kink estimation in stochastic regression with dependent errors and predictors
Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors
Convergence of Appell polynomials of long range dependent moving averages in martingale differences
Some new generalizations and applications of the Apostol-Bernoulli, Apostol-Euler and Apostol-Genocchi polynomials
Convergence of long-memory discrete \(k\)th order Volterra processes
On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes
From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in \(1 + 1\) dimensions
Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix
Connection and duplication formulas for the Boas-Buck-Appell polynomials
Finding hybrid relatives of the Bessel polynomials
Anisotropic scaling limits of long-range dependent random fields
An extension of the Euler-Maclaurin quadrature formula using a parametric type of Bernoulli polynomials
A parametric kind of the Fubini-type polynomials
Scaling transition for nonlinear random fields with long-range dependence
The Kardar-Parisi-Zhang equation as scaling limit of weakly asymmetric interacting Brownian motions
Marked empirical processes for non-stationary time series
Block sampling under strong dependence
Continuous mapping approach to the asymptotics of U- and V-statistics
Asymptotic independence of distant partial sums of linear processes
Long-range dependence and Appell rank
On location estimation for LARCH processes
A consistent estimator for skewness of partial sums of dependent data
Change-point detection with rank statistics in long-memory time-series models
A unified approach to self-normalized block sampling
Conditional variance estimation in regression models with long memory
On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
Berry-Esséen bounds for long memory moving averages via Stein's method and Malliavin calculus
Central limit theorems for nearly long range dependent subordinated linear processes
Finding mixed families of special polynomials associated with Appell sequences
Tempered Hermite process
Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series
Covariances estimation for long-memory processes
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Invariance principles in Besov spaces, Gaussian processes and long-range dependence
ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS
Kernel type smoothed quantile estimation under long memory
Ratio test for variance change point in linear process with long memory
REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
Asymptotics of the sample mean and sample covariance of long-range-dependent series
Probabilistic approach to Appell polynomials
Sine and cosine types of generating functions
On q-hypergeometric Bernoulli polynomials and numbers
A self-normalized semi-parametric test to detect changes in the long memory parameter
On a new Sheffer class of polynomials related to normal product distribution
Nonlinear system theory: Another look at dependence
Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors
The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations
Gradual changes in long memory processes with applications
Kernel density estimation for linear processes
Second-order behavior of M-estimators in linear regression with long-memory errors
K terms recurrence relations and polynomial variance functions of the Kth degree
Asymptotics for moving average processes with dependent innovations
A generalization of the array type polynomials
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The Appell interpolation problem
Integral transforms and extended Hermite-Apostol type Frobenius-Genocchi polynomials
Scaling limit of a long-range random walk in time-correlated random environment
How the instability of ranks under long memory affects large-sample inference
Online monitoring variance change in a linear regression model with long-memory errors
A study of discrete U-Frobenius-Euler type polynomials and generalized discrete orthogonal U-Frobenius-Euler type polynomials
New results parametric Apostol-type Frobenius-Euler polynomials and their matrix approach
On discrete orthogonal U-Bernoulli Korobov-type polynomials
Construction and limit theorems for supCAR fields
A new type of Euler polynomials and numbers
Limit theorem for polynomials of a linear process with long-range dependence
Asymptotics for statistical functionals of long-memory sequences
Nonparametric regression with heteroscedastic long memory errors
Change-of-variance problem for linear processes with long memory
From intersection local time to the Rosenblatt process
Central limit theorem for polynomial forms. I

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