scientific article; zbMATH DE number 3814689
From MaRDI portal
Publication:3662382
zbMATH Open0515.60057MaRDI QIDQ3662382FDOQ3662382
Publication date: 1982
Title of this publication is not available (Why is that?)
Cited In (28)
- Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\)
- Kernel density estimation for linear processes
- Central limit theorem for the empirical process of a linear sequence with long memory
- On the local limit theorems for linear sequences of lower psi-mixing Markov chains
- Limit theorems for functionals of moving averages
- Scaling transition for nonlinear random fields with long-range dependence
- Scaling limits of nonlinear functions of random grain model, with application to Burgers' equation
- Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\)
- An invariance principle for fractional Brownian sheets
- A functional non-central limit theorem for multiple-stable processes with long-range dependence
- Some long-range dependence processes arising from fluctuations of particle systems
- Asymptotic expansion of \(M\)-estimators with long-memory errors
- Sample autocovariances of long-memory time series
- Long-range dependence and Appell rank
- Discretizing Malliavin calculus
- Change-point detection with rank statistics in long-memory time-series models
- A goodness-of-fit test for marginal distribution of linear random fields with long memory
- Aggregation of autoregressive random fields and anisotropic long-range dependence
- Central limit theorems for long range dependent spatial linear processes
- Asymptotic results for long memory LARCH sequences
- Block sampling under strong dependence
- Central limit theorem for functionals of a linear process
- Wiener integrals with respect to the generalized Hermite process (gHp). Applications: SDEs with ghp noise
- Asymptotics of empirical processes of long memory moving averages with infinite variance.
- Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series
- Limit theorem for polynomials of a linear process with long-range dependence
- A local limit theorem for linear random fields
- Scaling transition for long-range dependent Gaussian random fields
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3662382)