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On the sampling window method for long-range dependent data
3 references·2 citing·14 second hop
On the sampling window method for long-range dependent data (1998)On the sampling window method for long-ra…On the moving block bootstrap under long range dependence (1993)On the moving block bootstrap…Convergence of integrated processes of arbitrary Hermite rank (1979)Convergence of integrated pro…Weak convergence to fractional brownian motion and to the rosenblatt process (1975)Weak convergence to fractiona…Change-point tests under local alternatives for long-range dependent processes (2017)Change-point tests under loca…FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY (2011)FIXED-B ASYMPTOTICS FOR THE S…Multiple Wiener Integral (1951)Fractional Brownian Motions, Fractional Noises and Applications (1968)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Stein’s method on Wiener chaos (2008)Modelling Nonlinear Economic Time Series (2010)Fractional Differencing (1981)Statistics for Long-Memory Processes. (1996)Modelling Extremal Events (1997)Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence (1969)Statistical Methodology for Nonperiodic Cycles: From the Covariance To R/S Analysis (1972)On the power of the KPSS test of stationarity against fractionally-integrated alternatives (1996)Limit theorems in change-point analysis (1997)Detecting Multiple Change Points: The PULSE Criterion (2021)Resampling methods for spatial regression models under a class of stochastic designs (2006)
this work references cited by second hop

References

  • 1975Weak convergence to fractional brownian motion and to the rosenblatt process794 cited
  • 1979Convergence of integrated processes of arbitrary Hermite rank566 cited
  • 1993On the moving block bootstrap under long range dependence97 cited

Cited by

  • 2011FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY17 cited
  • 2017Change-point tests under local alternatives for long-range dependent processes6 cited

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