Pages that link to "Item:Q1296590"

The following pages link to Limit theorems for quadratic forms with applications to Whittle's estimate (Q1296590):

Displaying 25 items.

• Sharp deviation bounds for quadratic forms (Q359864) (← links)
• Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793) (← links)
• Constancy test for FARIMA long memory processes (Q458109) (← links)
• A functional limit theorem for \(\eta \)-weakly dependent processes and its applications (Q623491) (← links)
• On rapid change points under long memory (Q989259) (← links)
• On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
• General Gaussian estimation (Q1755124) (← links)
• Monitoring mean and variance change-points in long-memory time series (Q2165444) (← links)
• Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406) (← links)
• Convergence of quadratic forms with nonvanishing diagonal (Q2373662) (← links)
• Asymptotics of partial sums of linear processes with changing memory parameter (Q2393664) (← links)
• Weak convergence of linear and quadratic forms and related statements on \(L_p\)-approximability (Q2633357) (← links)
• Testing for change points in time series models and limiting theorems for NED sequences (Q2642747) (← links)
• On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity (Q2676889) (← links)
• Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate (Q3552858) (← links)
• An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes (Q3616259) (← links)
• A new simple test against spurious long memory using temporal aggregation (Q4914973) (← links)
• Estimating a change point in the long memory parameter (Q4979111) (← links)
• DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
• A new estimator of the self-similarity exponent through the empirical likelihood ratio test (Q5036837) (← links)
• A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
• Semiparametric Detection of Changes in Long Range Dependence (Q5237527) (← links)
• Testing and estimating for change in long memory parameter (Q5290898) (← links)
• Test for Parameter Change in Linear Processes Based on Whittle's Estimator (Q5421563) (← links)
• Change-point detection in long-memory processes (Q5947225) (← links)