Pages that link to "Item:Q2456020"
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The following pages link to Asymptotic spectral theory for nonlinear time series (Q2456020):
Displaying 50 items.
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
- Fourier analysis of stationary time series in function space (Q355089) (← links)
- Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607) (← links)
- Asymptotics of nonparametric L-1 regression models with dependent data (Q396018) (← links)
- Characteristic function-based hypothesis tests under weak dependence (Q414551) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- Covariance matrix estimation for stationary time series (Q450046) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
- Extremes of projections of functional time series on data-driven basis systems (Q726120) (← links)
- A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- On maxima of periodograms of stationary processes (Q834359) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
- Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series (Q973889) (← links)
- Simultaneous nonparametric inference of time series (Q988010) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
- Variable screening for high dimensional time series (Q1746535) (← links)
- Testing for periodicity in functional time series (Q1991685) (← links)
- Frequency domain bootstrap methods for random fields (Q2074338) (← links)
- High-dimensional inference for linear model with correlated errors (Q2075037) (← links)
- Correction to: ``Asymptotic spectral theory for nonlinear time series'' (Q2105208) (← links)
- High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
- On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (Q2111066) (← links)
- Frequency domain theory for functional time series: variance decomposition and an invariance principle (Q2175006) (← links)
- Extending the validity of frequency domain bootstrap methods to general stationary processes (Q2215743) (← links)
- Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
- Robust tests for time series comparison based on Laplace periodograms (Q2242001) (← links)
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
- Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach (Q2293389) (← links)
- Placebo inference on treatment effects when the number of clusters is small (Q2330752) (← links)
- Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
- Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (Q2397725) (← links)
- A new nonlinearity test to circumvent the limitation of Volterra expansion with application (Q2398407) (← links)
- On asymptotic distributions of weighted sums of periodograms (Q2435247) (← links)
- Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929) (← links)
- A Darling-Erdős type result for stationary ellipsoids (Q2444629) (← links)
- Komlós-Major-Tusnády approximation under dependence (Q2447341) (← links)
- Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724) (← links)
- Testing stationarity of functional time series (Q2512639) (← links)
- Density estimation for nonlinear parametric models with conditional heteroscedasticity (Q2630164) (← links)
- Weak convergence of linear and quadratic forms and related statements on \(L_p\)-approximability (Q2633357) (← links)
- Bayesian spectral density estimation using P-splines with quantile-based knot placement (Q2667015) (← links)
- State-domain change point detection for nonlinear time series regression (Q2697972) (← links)
- Optimal Rate of Convergence for Empirical Quantiles and Distribution Functions for Time Series (Q2830682) (← links)
- On the isotonic change-point problem (Q2863059) (← links)
