The empirical process of some long-range dependent sequences with an application to U-statistics

Recommendations

The functional law of the iterated logarithm for the empirical process of some long-range dependent sequences
Asymptotic properties of U-processes under long-range dependence
Weak convergence of the weighted sequential empirical process of some long-range dependent data
Bivariate symmetric statistics of long-range dependent observations
The empirical process for bivariate sequences with long memory

Cited in

(only showing first 100 items - show all)

Asymptotic results for long memory LARCH sequences
Bivariate symmetric statistics of long-range dependent observations
Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes
On estimating the cumulant generating function of linear processes
Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
The function-indexed sequential empirical process under long-range dependence
Stable limits of empirical processes of moving averages with infinite variance.
Stable limits of sums of bounded functions of long memory moving averages with finite variance
Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory
A general asymptotic scheme for inference under order restrictions
Asymptotics of empirical processes of long memory moving averages with infinite variance.
Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
Weak convergence of Vervaat and Vervaat error processes of long-range dependent sequences
Approximate normality of high-energy hyperspherical eigenfunctions
On location estimation for LARCH processes
Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
On weighted U-statistics for stationary processes.
How the instability of ranks under long memory affects large-sample inference
Functional central limit theorems for the Nelson-Aalen and Kaplan-Meier estimators for dependent stationary data
Empirical process of long memory Gaussian subordinated random fields.
Weak convergence of stationary empirical processes
Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights
Hermite ranks and \(U\)-statistics
Exponential inequalities for dependent V-statistics via random Fourier features
Bahadur representation of sample quantiles for a functional of Gaussian dependent sequences under a minimal assumption
Bootstrap long memory processes in the frequency domain
An empirical central limit theorem for intermittent maps
A reduction principle for the critical values of random spherical harmonics
On robust tail index estimation for linear long-memory processes
On the area of excursion sets of spherical Gaussian eigenfunctions
On estimating the marginal distribution of a detrended series with long memory
A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates
Empirical processes of multidimensional systems with multiple mixing properties
Sojourn measures of Student and Fisher-Snedecor random fields
Block Bootstrap for the Empirical Process of Long‐Range Dependent Data
On central and non-central limit theorems in density estimation for sequences of long-range dependence
Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data
The Mann-Whitney \(U\)-statistic for \(\alpha\)-dependent sequences
On the empirical process of tempered moving averages
Generalized Lorenz curves and convexifications of stochastic processes
On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing
Central limit theorem for the empirical process of a linear sequence with long memory
Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
Detecting long-range dependence for time-varying linear models
On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series
On the limiting behaviour of needlets polyspectra
Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
On optimal block resampling for Gaussian-subordinated long-range dependent processes
On nonparametric density estimation for multivariate linear long-memory processes
Asymptotic normality of regression estimators with long memory errors
Lipschitz-Killing curvatures for arithmetic random waves
Nonparametric estimation under long memory dependence
Non-universal fluctuations of the empirical measure for isotropic stationary fields on \(\mathbb{S}^2\times \mathbb{R} \)
Asymptotic properties of nonparametric regression for long memory random fields
A quantitative central limit theorem for the Euler-Poincaré characteristic of random spherical eigenfunctions
The change-point problem for dependent observations
Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors
Long- and short-range dependent sequences under exponential subordination
Non-parametric change-point tests for long-range dependent data
The functional law of the iterated logarithm for the empirical process of some long-range dependent sequences
Wilcoxon-Signed Rank Test for Long Memory Sequences
Asymptotic results for the empirical process of stationary sequences
Delta method for long-range dependent observations
Qualitative robustness of von Mises statistics based on strongly mixing data
A functional non-central limit theorem for multiple-stable processes with long-range dependence
Computation of spatial Gini coefficients
M-estimators in linear models with long range dependent errors
Two-sample \(U\)-statistic processes for long-range dependent data
Asymptotic expansion of \(M\)-estimators with long-memory errors
Asymptotics for statistical functionals of long-memory sequences
The asymptotic behaviour of a class ofL-estimators under long-range dependence
On inference based on the one-sample sign statistic for long-range dependent data
On the Bahadur representation of sample quantiles for dependent sequences
Normality testing for a long-memory sequence using the empirical moment generating function
REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
On the asymptotic expansion of the empirical process of long-memory moving averages
Inference of weighted \(V\)-statistics for nonstationary time series and its applications
Function-indexed empirical processes based on an infinite source Poisson transmission stream
Empirical limit theorems for Wiener chaos
Distribution of levels in high-dimensional random landscapes
Some recent developments on the geometry of random spherical eigenfunctions
Simultaneous quantile inference for non-stationary long-memory time series
Semiparametric estimation from time series with long-range dependence
Kernel type smoothed quantile estimation under long memory
Robust discrimination between long-range dependence and a change in mean
Whittle estimator for finite-variance non-Gaussian time series with long memory
Convergence of normalized quadratic forms
The empirical process of a short-range dependent stationary sequence under Gaussian subordination
Asymptotics for random functions moderated by dependent noise
The empirical process for bivariate sequences with long memory
Strong approximation results for the empirical process of stationary sequences
Gaussian linear model selection in a dependent context
Testing for non-Gaussianity on cosmic microwave background radiation: a review.
On local slope estimation in partial linear models under Gaussian subordination
Testing for the expected number of exceedances in strongly dependent seasonal time series
Testing for change in long-memory stochastic volatility time series
Empirical process of long-range dependent sequences when parameters are estimated
Quantilograms under strong dependence
Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test
On Koul's minimum distance estimators in the regression models with long memory moving averages.

This page was built for publication: The empirical process of some long-range dependent sequences with an application to U-statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q910810)