Pages that link to "Item:Q1341199"
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The following pages link to Semiparametric estimation from time series with long-range dependence (Q1341199):
Displaying 17 items.
- Some results on random design regression with long memory errors and predictors (Q710817) (← links)
- Residual empirical processes for long and short memory time series (Q955149) (← links)
- Wavelet regression in random design with heteroscedastic dependent errors (Q1043746) (← links)
- Note on convergence rates of semiparametric estimators of dependence index (Q1372856) (← links)
- Minimum normal approximation error bandwidth selection for averaged derivatives. (Q1418603) (← links)
- Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (Q1584769) (← links)
- Local linear regression estimation for time series with long-range dependence (Q1613610) (← links)
- Testing for structural change in a long-memory environment (Q1906291) (← links)
- A martingale decomposition for quadratic forms of Markov chains (with applications) (Q2434497) (← links)
- Long-range dependent time series specification (Q2435219) (← links)
- Multichannel deconvolution with long-range dependence: a minimax study (Q2437859) (← links)
- Wavelet change-point estimation for long memory non-parametric random design models (Q3077679) (← links)
- Nonparametric estimation for dependent data (Q3106417) (← links)
- SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE (Q3168871) (← links)
- The smoothing dichotomy in nonparametric regression under long‐memory errors (Q4469548) (← links)
- Testing for the expected number of exceedances in strongly dependent seasonal time series (Q5023852) (← links)
- Change-Point Estimation in Long Memory Nonparametric Models with Applications (Q5451114) (← links)
