Pages that link to "Item:Q2638684"
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The following pages link to A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate (Q2638684):
Displaying 50 items.
- A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
- A parametric bootstrap test for cycles (Q265115) (← links)
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
- Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259) (← links)
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
- Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793) (← links)
- Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (Q406502) (← links)
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
- Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
- Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
- Error bounds for approximations of traces of products of truncated Toeplitz operators (Q470102) (← links)
- Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes (Q477916) (← links)
- The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
- Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes (Q491694) (← links)
- On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (Q505335) (← links)
- A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212) (← links)
- A functional limit theorem for \(\eta \)-weakly dependent processes and its applications (Q623491) (← links)
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
- Some convergence results on quadratic forms for random fields and application to empirical covariances (Q639875) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- Filtered log-periodogram regression of long memory processes (Q715791) (← links)
- The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables (Q732151) (← links)
- A note on approximations of traces of products of truncated Toeplitz matrices (Q736267) (← links)
- On the trace approximation problem for truncated Toeplitz operators and matrices (Q736390) (← links)
- An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic (Q764492) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- Convergence to a Gaussian limit as the normalization exponent tends to 1/2 (Q806155) (← links)
- Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
- Testing a sub-hypothesis in linear regression models with long memory covariates and errors. (Q834020) (← links)
- Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943) (← links)
- Nonparametric regression with heteroscedastic long memory errors (Q861203) (← links)
- Minimum contrast estimation of random processes based on information of second and third orders (Q872088) (← links)
- Approximations and limit theory for quadratic forms of linear processes (Q873607) (← links)
- Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes (Q880943) (← links)
- The effect of round-off error on long memory processes (Q905390) (← links)
- Multiple local Whittle estimation in stationary systems (Q955151) (← links)
- Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields (Q971939) (← links)
- QML estimators in linear regression models with functional coefficient autoregressive processes (Q980670) (← links)
- Goodness-of-fit testing under long memory (Q993816) (← links)
- On Berry-Esseen bounds for non-instantaneous filters of linear processes (Q1002555) (← links)
- Local Whittle estimator for anisotropic random fields (Q1006678) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design (Q1022005) (← links)
- Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function (Q1174048) (← links)
- Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence (Q1208963) (← links)
- Limit theorems for quadratic forms with applications to Whittle's estimate (Q1296590) (← links)
- Regression model fitting with long memory errors (Q1299429) (← links)
- Nonlinear time series with long memory: A model for stochastic volatility (Q1299552) (← links)
