The following pages link to (Q4542764):
Displaying 15 items.
- On the asymptotic normality of kernel density estimators for causal linear random fields (Q391929) (← links)
- Memory properties of transformations of linear processes (Q523450) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- Central limit theorem for stationary linear processes (Q850984) (← links)
- Nonparametric regression with heteroscedastic long memory errors (Q861203) (← links)
- Asymptotic theory for curve-crossing analysis (Q886113) (← links)
- On Berry-Esseen bounds for non-instantaneous filters of linear processes (Q1002555) (← links)
- Martingale approximations for sums of stationary processes. (Q1879842) (← links)
- Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
- Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes (Q1950908) (← links)
- Comparing the marginal densities of two strictly stationary linear processes (Q2027224) (← links)
- AR and MA representation of partial autocorrelation functions, with applications (Q2480813) (← links)
- Testing the equality of the laws of two strictly stationary processes (Q2694807) (← links)
- ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)
- Signal discrimination without denoising (Q5082845) (← links)
