scientific article; zbMATH DE number 1944308

From MaRDI portal
Publication:4407601

zbMath1034.60026MaRDI QIDQ4407601

Donatas Surgailis

Publication date: 20 January 2004


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Noncentral convergence of multiple integralsStein's method on Wiener chaosBerry-Esseen bounds for functionals of independent random variablesContinuity with respect to the Hurst parameter of the laws of the multiple fractional integralsAsymptotics of partial sums of linear processes with changing memory parameterNormal approximation for generalizedU-statistics and weighted random graphsAsymptotic theory for curve-crossing analysisWavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameterAsymptotic independence of distant partial sums of linear processesStein approximation for functionals of independent random sequencesLinear and quadratic functionals of random hazard rates: An asymptotic analysisMinimum distance lack-of-fit tests under long memory errorsAsymptotic expansions for functions of the increments of certain Gaussian processesPoisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimatesThe tenth Vilnius conference on probability theory and mathematical statistics. IIA two-sample test for comparison of long memory parametersGoodness-of-fit testing under long memoryCentral limit theorems for double Poisson integralsTesting of a sub-hypothesis in linear regression models with long memory errors and deterministic designLack of fit test for long memory regression modelsInvariance principle for a class of non stationary processes with long memory