Pages that link to "Item:Q5277859"
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The following pages link to Long-Range Dependence and Self-Similarity (Q5277859):
Displaying 50 items.
- Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test (Q135901) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- Rosenblatt Laplace motion (Q670530) (← links)
- Exponents of operator self-similar random fields (Q730237) (← links)
- Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence (Q785666) (← links)
- Asymptotic accuracy in estimation of a fractional signal in a small white noise (Q827934) (← links)
- Two sample tests for high-dimensional autocovariances (Q830592) (← links)
- Intermittency of trawl processes (Q1640960) (← links)
- Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts (Q1647625) (← links)
- Domain and range symmetries of operator fractional Brownian fields (Q1683808) (← links)
- Sensitivity of the Hermite rank (Q1730932) (← links)
- From random partitions to fractional Brownian sheets (Q1740530) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean (Q1984653) (← links)
- From infinite urn schemes to self-similar stable processes (Q1986033) (← links)
- A family of random sup-measures with long-range dependence (Q1994515) (← links)
- On multivariate fractional random fields: tempering and operator-stable laws (Q1995730) (← links)
- Behavior of the Hermite sheet with respect to the Hurst index (Q2000160) (← links)
- Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709) (← links)
- Mixed fractional Brownian motion: a spectral take (Q2011263) (← links)
- Limit theorems for integrated trawl processes with symmetric Lévy bases (Q2024500) (← links)
- Limiting behavior of large correlated Wishart matrices with chaotic entries (Q2040053) (← links)
- Limit theorems for integral functionals of Hermite-driven processes (Q2040091) (← links)
- Intermittency and infinite variance: the case of integrated supou processes (Q2042808) (← links)
- Some aspects of non-standard multivariate analysis (Q2062764) (← links)
- Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening (Q2084468) (← links)
- Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion (Q2100003) (← links)
- Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators (Q2105083) (← links)
- Functional limit theorems for the fractional Ornstein-Uhlenbeck process (Q2116486) (← links)
- How does tempering affect the local and global properties of fractional Brownian motion? (Q2116488) (← links)
- Path properties of a generalized fractional Brownian motion (Q2116490) (← links)
- Multifractal processes: definition, properties and new examples (Q2120532) (← links)
- Choquet random sup-measures with aggregations (Q2121640) (← links)
- On the strong laws of large numbers for sequences of blockwise pairwise and coordinatewise negatively dependent random vectors in Hilbert spaces (Q2121869) (← links)
- Limit theorems for conservative flows on multiple stochastic integrals (Q2135196) (← links)
- Central limit theorems for weighted sums of dependent random vectors in Hilbert spaces via the theory of the regular variation (Q2135199) (← links)
- Asymptotic analysis of higher-order scattering transform of Gaussian processes (Q2136093) (← links)
- On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes (Q2169070) (← links)
- Bayesian semiparametric long memory models for discretized event data (Q2170388) (← links)
- On the eigenproblem for Gaussian bridges (Q2174977) (← links)
- A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages (Q2184590) (← links)
- Parameter identification for the Hermite Ornstein-Uhlenbeck process (Q2194047) (← links)
- Limit theorems in the context of multivariate long-range dependence (Q2196372) (← links)
- Spectral estimation for non-linear long range dependent discrete time trawl processes (Q2199705) (← links)
- Gaussian linear model selection in a dependent context (Q2233592) (← links)
- On the weak laws of large numbers for weighted sums of dependent identically distributed random vectors in Hilbert spaces (Q2243645) (← links)
- On limit theory for functionals of stationary increments Lévy driven moving averages (Q2274198) (← links)
- Operator-scaling Gaussian random fields via aggregation (Q2278670) (← links)
- Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes (Q2280023) (← links)
- Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes (Q2295017) (← links)
