Pages that link to "Item:Q1359427"

The following pages link to Asymptotic expansion of \(M\)-estimators with long-memory errors (Q1359427):

Displaying 28 items.

• Sign tests for long-memory time series (Q265025) (← links)
• \(M\)-estimation of wavelet variance (Q421382) (← links)
• Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors (Q546079) (← links)
• Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
• Residual empirical processes for long and short memory time series (Q955149) (← links)
• Empirical process of long-range dependent sequences when parameters are estimated (Q958784) (← links)
• Regression model fitting with long memory errors (Q1299429) (← links)
• Convergence of normalized quadratic forms (Q1304371) (← links)
• Central limit theorem for the empirical process of a linear sequence with long memory (Q1304375) (← links)
• Asymptotics of \(M\)-estimators in non-linear regression with long memory designs. (Q1424465) (← links)
• Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum (Q1729565) (← links)
• Stable limits of empirical processes of moving averages with infinite variance. (Q1766034) (← links)
• Stable limits of sums of bounded functions of long memory moving averages with finite variance (Q1769779) (← links)
• Whittle estimator for finite-variance non-Gaussian time series with long memory (Q1807173) (← links)
• Asymptotics of empirical processes of long memory moving averages with infinite variance. (Q1879517) (← links)
• On weighted \(U\)-statistics for stationary processes. (Q1879839) (← links)
• Comparing two nonparametric regression curves in the presence of long memory in covariates and errors (Q2174527) (← links)
• Empirical process of residuals for regression models with long memory errors (Q2452780) (← links)
• Long-range dependence and Appell rank (Q2478197) (← links)
• On location estimation for LARCH processes (Q2507743) (← links)
• Residual empirical processes for nearly unstable long-memory time series (Q2511572) (← links)
• On Koul's minimum distance estimators in the regression models with long memory moving averages. (Q2574570) (← links)
• Asymptotic properties of $M$-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular (Q2960455) (← links)
• REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS (Q4653558) (← links)
• ON <i>M</i>‐Estimation Under Long‐Range Dependence in Volatility (Q5430495) (← links)
• A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue (Q5430502) (← links)
• Polynomial Trend Regression With Long‐memory Errors (Q5467606) (← links)
• Second-order behavior of M-estimators in linear regression with long-memory errors (Q5928943) (← links)