Pages that link to "Item:Q1176759"

The following pages link to Bivariate symmetric statistics of long-range dependent observations (Q1176759):

Displaying 17 items.

• Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales (Q473167) (← links)
• Asymptotic properties of \(U\)-processes under long-range dependence (Q638797) (← links)
• How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
• Asymptotics for statistical functionals of long-memory sequences (Q765881) (← links)
• Empirical process of long-range dependent sequences when parameters are estimated (Q958784) (← links)
• Sensitivity of the Hermite rank (Q1730932) (← links)
• On weighted \(U\)-statistics for stationary processes. (Q1879839) (← links)
• Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series (Q1922366) (← links)
• Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
• Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process (Q2108477) (← links)
• Qualitative robustness of von Mises statistics based on strongly mixing data (Q2442680) (← links)
• Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics (Q2448714) (← links)
• Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain (Q2692922) (← links)
• Covariances Estimation for Long-Memory Processes (Q3566396) (← links)
• Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data (Q4911971) (← links)
• Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes (Q4979097) (← links)
• Two-sample <i>U</i>-statistic processes for long-range dependent data (Q5276171) (← links)