scientific article; zbMATH DE number 1944308

MaRDI QIDQ4407601zbMATH OpenFDO

Authors Donatas Surgailis

Publication date 20 January 2004

zbMATH Keywords

Appell polynomialsdegenerate U-statisticsItô-Weiner integralslong-range dependencenon-central limit theorems

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Gaussian processes (60G15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(22)

• Central limit theorems for double Poisson integrals
• Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design
• Stein approximation for functionals of independent random sequences
• Berry-Esseen bounds for functionals of independent random variables
• Minimum distance lack-of-fit tests under long memory errors
• Asymptotic expansions for functions of the increments of certain Gaussian processes
• Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates
• Asymptotics of partial sums of linear processes with changing memory parameter
• Asymptotic independence of distant partial sums of linear processes
• Continuity with respect to the Hurst parameter of the laws of the multiple fractional integrals
• Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter
• Normal approximation for generalized \(U\)-statistics and weighted random graphs
• Empirical limit theorems for Wiener chaos
• The tenth Vilnius conference on probability theory and mathematical statistics. II
• Lack of fit test for long memory regression models
• Invariance principle for a class of non stationary processes with long memory
• Noncentral convergence of multiple integrals
• Stein's method on Wiener chaos
• Asymptotic theory for curve-crossing analysis
• Linear and quadratic functionals of random hazard rates: An asymptotic analysis
• A two-sample test for comparison of long memory parameters
• Goodness-of-fit testing under long memory

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