Pages that link to "Item:Q1904502"

The following pages link to Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors (Q1904502):

Displaying 50 items.

• A unified approach to self-normalized block sampling (Q288844) (← links)
• CLT for the zeros of classical random trigonometric polynomials (Q297456) (← links)
• Optimal eigen expansions and uniform bounds (Q343789) (← links)
• Sojourn measures of Student and Fisher-Snedecor random fields (Q396014) (← links)
• Measuring the roughness of random paths by increment ratios (Q453302) (← links)
• Asymptotic behaviour of the LS estimator in a nonlinear model with long memory (Q458114) (← links)
• Quantitative Breuer-Major theorems (Q544489) (← links)
• Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding (Q553681) (← links)
• The increment ratio statistic under deterministic trends (Q616536) (← links)
• The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
• Asymptotic properties of \(U\)-processes under long-range dependence (Q638797) (← links)
• Level curves crossings and applications for Gaussian models (Q650734) (← links)
• How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
• A penalized empirical likelihood method in high dimensions (Q741795) (← links)
• Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift (Q869098) (← links)
• Density convergence in the Breuer-Major theorem for Gaussian stationary sequences (Q888483) (← links)
• Kolmogorov distance for the central limit theorems of the Wiener chaos expansion and applications (Q892884) (← links)
• On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications (Q900567) (← links)
• Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments (Q901559) (← links)
• Statistical inference for functions of the covariance matrix in the stationary Gaussian time-orthogonal principal components model (Q907026) (← links)
• Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles (Q930662) (← links)
• \(L^p\)-variations for multifractal fractional random walks (Q930681) (← links)
• Moment bounds for non-linear functionals of the periodogram (Q981008) (← links)
• Robust estimation of periodic autoregressive processes in the presence of additive outliers (Q990899) (← links)
• Long- and short-range dependent sequences under exponential subordination (Q1293832) (← links)
• The law of the iterated logarithm over a stationary Gaussian sequence of random vectors (Q1303903) (← links)
• Central limit theorems for quadratic forms with time-domain conditions (Q1307086) (← links)
• Limit theorems for functionals of moving averages (Q1381563) (← links)
• Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes (Q1382511) (← links)
• Broadband log-periodogram regression of time series with long-range dependence (Q1568278) (← links)
• Limit theorems for the nonlinear functional of stationary Gaussian processes (Q1599236) (← links)
• Quantitative central limit theorems of spherical sojourn times of isotropic Gaussian fields (Q1688347) (← links)
• Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← links)
• The FEXP estimator for potentially non-stationary linear time series. (Q1766049) (← links)
• Central limit theorem for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields (Q1800954) (← links)
• Distributional limit theorems over a stationary Gaussian sequence of random vectors. (Q1877507) (← links)
• Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields. (Q1879937) (← links)
• Weak convergence of stochastic processes indexed by smooth functions (Q1915849) (← links)
• Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context (Q1940755) (← links)
• Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
• Expectiles for subordinated Gaussian processes with applications (Q1950818) (← links)
• Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra (Q1951702) (← links)
• Robust factor modelling for high-dimensional time series: an application to air pollution data (Q2008477) (← links)
• Reduction principle for functionals of strong-weak dependent vector random fields (Q2032341) (← links)
• Modeling temporally uncorrelated components of complex-valued stationary processes (Q2068984) (← links)
• Estimation of local anisotropy based on level sets (Q2076638) (← links)
• Asymptotic behaviour of level sets of needlet random fields (Q2105072) (← links)
• Parametric estimation of long memory multivariate Gaussian random fields (Q2138250) (← links)
• Central limit theorem for the volume of the zero set of Kostlan-Shub-Smale random polynomial systems (Q2145085) (← links)
• Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility (Q2145810) (← links)