scientific article; zbMATH DE number 1944032
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Publication:4410080
zbMATH Open1021.62072MaRDI QIDQ4410080FDOQ4410080
Authors: Hira L. Koul, Donatas Surgailis 
Publication date: 1 July 2003
Title of this publication is not available (Why is that?)
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)
Cited In (24)
- On the empirical process of tempered moving averages
- Nonparametric estimation of conditional medians for linear and related processes
- Empirical processes of long-memory sequences
- Asymptotic results for the empirical process of stationary sequences
- Nonparametric regression for dependent data in the errors-in-variables problem
- M-estimation in nonparametric regression under strong dependence and infinite variance
- Nonparametric density estimation for linear processes with infinite variance
- A goodness-of-fit test for marginal distribution of linear random fields with long memory
- Quantilograms under strong dependence
- Empirical process of long-range dependent sequences when parameters are estimated
- 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
- Empirical process of residuals for regression models with long memory errors
- Goodness-of-fit testing under long memory
- Comparing two nonparametric regression curves in the presence of long memory in covariates and errors
- Lack of fit test for long memory regression models
- Stable limits of sums of bounded functions of long memory moving averages with finite variance
- Asymptotics of empirical processes of long memory moving averages with infinite variance.
- Goodness-of-fit tests for long memory moving average marginal density
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- Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
- Smooth estimation of error distribution in nonparametric regression under long memory
- Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences
- Change-of-variance problem for linear processes with long memory
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