Central limit theorem for the empirical process of a linear sequence with long memory
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Cites work
- scientific article; zbMATH DE number 3814689 (Why is no real title available?)
- scientific article; zbMATH DE number 3978040 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Asymptotic expansion of \(M\)-estimators with long-memory errors
- Asymptotic normality of regression estimators with long memory errors
- Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
- Central limit theorem for the empirical process of a linear sequence with long memory
- Convergence of integrated processes of arbitrary Hermite rank
- Density estimation under long-range dependence
- Functional central limit theorem for the empirical process of short memory linear processes
- Invariance principles for absolutely regular empirical processes
- M Estimators of Location for Gaussian and Related Processes With Slowly Decaying Serial Correlations
- M-estimators in linear models with long range dependent errors
- Non-central limit theorems for non-linear functional of Gaussian fields
- Noncentral limit theorems and Appell polynomials
- On the asymptotic expansion of the empirical process of long-memory moving averages
- Semiparametric analysis of long-memory time series
- The empirical process of a short-range dependent stationary sequence under Gaussian subordination
- The empirical process of some long-range dependent sequences with an application to U-statistics
- Weak convergence for weighted empirical processes of dependent sequences
- Weak convergence to fractional brownian motion and to the rosenblatt process
Cited in
(48)- Bootstrap long memory processes in the frequency domain
- On robust tail index estimation for linear long-memory processes
- On the empirical process of tempered moving averages
- Central limit theorem for the empirical process of a linear sequence with long memory
- Kernel density estimation for linear processes
- On nonparametric density estimation for multivariate linear long-memory processes
- A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\)
- Asymptotic properties of nonparametric regression for long memory random fields
- Marginal density estimation for linear processes with cyclical long memory
- Some long-range dependence processes arising from fluctuations of particle systems
- scientific article; zbMATH DE number 1944306 (Why is no real title available?)
- The tail empirical process for long memory stochastic volatility sequences
- Asymptotics for statistical functionals of long-memory sequences
- Normality testing for a long-memory sequence using the empirical moment generating function
- REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
- Comparing the marginal densities of two strictly stationary linear processes
- Asymptotic results for spatial causal ARMA models
- Limit theorems in the context of multivariate long-range dependence
- Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors
- The central limit theorem for a sequence of random processes with space-varying long memory
- The empirical process for bivariate sequences with long memory
- Testing for the expected number of exceedances in strongly dependent seasonal time series
- ON M‐Estimation Under Long‐Range Dependence in Volatility
- Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test
- On Koul's minimum distance estimators in the regression models with long memory moving averages.
- On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications
- Weighted averages and local polynomial estimation for fractional linear ARCH processes
- Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors
- Comparing two nonparametric regression curves in the presence of long memory in covariates and errors
- Asymptotics of \(M\)-estimators in non-linear regression with long memory designs.
- Randomly fractionally integrated processes
- Continuous mapping approach to the asymptotics of U- and V-statistics
- Asymptotic results for long memory LARCH sequences
- A novel copula-based approach for parametric estimation of univariate time series through its covariance decay
- Functional limit theorem for moving average processes generated by dependent random vari\-ables
- On estimating the cumulant generating function of linear processes
- Nonparametric deconvolution problem for dependent sequences
- Stable limits of empirical processes of moving averages with infinite variance.
- Stable limits of sums of bounded functions of long memory moving averages with finite variance
- Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory
- Asymptotics of empirical processes of long memory moving averages with infinite variance.
- scientific article; zbMATH DE number 1944033 (Why is no real title available?)
- On location estimation for LARCH processes
- Central limit theorems for nearly long range dependent subordinated linear processes
- On weighted U-statistics for stationary processes.
- Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences
- scientific article; zbMATH DE number 1779500 (Why is no real title available?)
- Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights
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