Long- and short-range dependent sequences under exponential subordination

DOI10.1016/S0167-7152(98)00188-6zbMATH0943.60013OpenAlexW2090522097MaRDI QIDQ1293832FDOQ1293832

Authors Jan Mielniczuk, L. Gajek

Publication date 29 June 1999

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(98)00188-6

zbMATH Keywords

empirical processlong-range dependenceLaguerre expansion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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Cites work

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• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• CLT and other limit theorems for functionals of Gaussian processes
• Density estimation under long-range dependence
• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
• Non-central limit theorems for non-linear functional of Gaussian fields
• On Polynomial Expansions of Second-Order Distributions
• Remarks on functional canonical variates, alternating least squares methods and ACE
• Stochastic curve estimation
• The Structure of Bivariate Distributions
• The empirical process of some long-range dependent sequences with an application to U-statistics
• Weak convergence to fractional brownian motion and to the rosenblatt process

Cited in

(13)

• On nonparametric density estimation for multivariate linear long-memory processes
• A general asymptotic scheme for inference under order restrictions
• scientific article; zbMATH DE number 724799 (Why is no real title available?)
• Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter
• Some examples of similarity families of long range dependent Gaussian processes
• Some properties of random stationary sequences with bivariate densities having diagonal expansions and nonparametric estimators based on them^*
• EXPONENTIAL LENGTH OF CERTAIN SEQUENCES OF SUBSETS
• Sums of extreme values of subordinated long-range dependent sequences: moving averages with finite variance
• Spectral projections correlation structure for short-to-long range dependent processes
• The tenth Vilnius conference on probability theory and mathematical statistics. II
• Macroscaling limit theorems for filtered spatiotemporal random fields
• Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models
• Central limit theorems for nearly long range dependent subordinated linear processes

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