Pages that link to "Item:Q1431519"
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The following pages link to Empirical processes of long-memory sequences (Q1431519):
Displaying 30 items.
- Memory properties of transformations of linear processes (Q523450) (← links)
- Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
- Asymptotics for statistical functionals of long-memory sequences (Q765881) (← links)
- Bootstrap long memory processes in the frequency domain (Q820805) (← links)
- Asymptotic theory for curve-crossing analysis (Q886113) (← links)
- Nonparametric estimation of conditional medians for linear and related processes (Q907056) (← links)
- Weak convergence of Vervaat and Vervaat error processes of long-range dependent sequences (Q939127) (← links)
- Confidence bands in nonparametric time series regression (Q939666) (← links)
- Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences (Q946481) (← links)
- Trimmed sums of long range dependent moving averages (Q951214) (← 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)
- Simultaneous nonparametric inference of time series (Q988010) (← links)
- Stable limits of sums of bounded functions of long memory moving averages with finite variance (Q1769779) (← links)
- On weighted \(U\)-statistics for stationary processes. (Q1879839) (← links)
- Nonparametric deconvolution problem for dependent sequences (Q1951771) (← links)
- A functional non-central limit theorem for multiple-stable processes with long-range dependence (Q2196387) (← links)
- Marked empirical processes for non-stationary time series (Q2435236) (← links)
- Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics (Q2448714) (← links)
- Empirical process of residuals for regression models with long memory errors (Q2452780) (← links)
- On linear processes with dependent innovations (Q2485859) (← links)
- On the Bahadur representation of sample quantiles for dependent sequences (Q2583423) (← links)
- Nonparametric estimation of quantiles for a class of stationary processes (Q2629806) (← links)
- Central limit theorems for nearly long range dependent subordinated linear processes (Q3299455) (← links)
- (Q4558573) (← links)
- Block Bootstrap for the Empirical Process of Long‐Range Dependent Data (Q4604005) (← links)
- Testing for the expected number of exceedances in strongly dependent seasonal time series (Q5023852) (← links)
- On nonparametric density estimation for multivariate linear long-memory processes (Q5076960) (← links)
- Factor and Idiosyncratic Empirical Processes (Q5242464) (← links)
- Nonlinear system theory: Another look at dependence (Q5385851) (← links)