-
Xingcai Zhou, Shaogao Lv, “Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures”, Anal. Appl., 19:06 (2021), 1033
-
Masoud M. Nasari, Mohamedou Ould-Haye, “A consistent estimator for skewness of partial sums of dependent data”, Statistics & Probability Letters, 171 (2021), 109021
-
Vytautė Pilipauskaitė, Donatas Surgailis, Progress in Probability, 77, In and Out of Equilibrium 3: Celebrating Vladas Sidoravicius, 2021, 683
-
Junke Kou, Jia Chen, Huijun Guo, “MISE of wavelet estimators for regression derivatives with biased strong mixing data”, Communications in Statistics - Theory and Methods, 50:14 (2021), 3436
-
Anne Philippe, Caroline Robet, Marie-Claude Viano, “Random discretization of stationary continuous time processes”, Metrika, 84:3 (2021), 375
-
Jia Chen, Junke Kou, Andrea Scapellato, “Nonparametric Pointwise Estimation for a Regression Model with Multiplicative Noise”, Journal of Function Spaces, 2021 (2021), 1
-
Kaili Cui, Junke Kou, “Convergence Rates of Wavelet Density Estimators for Strongly Mixing Samples”, Bull. Iran. Math. Soc., 47:3 (2021), 701
-
Yuliya Mishura, Kostiantyn Ralchenko, Sergiy Shklyar, “General Conditions of Weak Convergence of Discrete-Time Multiplicative Scheme to Asset Price with Memory”, Risks, 8:1 (2020), 11
-
Alberto Ohashi, Francys A. de Souza, “$L^{p}$ uniform random walk-type approximation for Fractional Brownian motion with Hurst exponent $0 < H < \frac {1}{2}$”, Electron. Commun. Probab., 25:none (2020)
-
Marie-Christine Düker, “Limit theorems in the context of multivariate long-range dependence”, Stochastic Processes and their Applications, 130:9 (2020), 5394
-
Degui Li, Peter M. Robinson, Han Lin Shang, “Long-Range Dependent Curve Time Series”, Journal of the American Statistical Association, 115:530 (2020), 957
-
Donatas Surgailis, “Scaling transition and edge effects for negatively dependent linear random fields on Z2”, Stochastic Processes and their Applications, 130:12 (2020), 7518
-
Katsuto Tanaka, “Comparison of the LS-based estimators and the MLE for the fractional Ornstein–Uhlenbeck process”, Stat Inference Stoch Process, 23:2 (2020), 415
-
Martin Wendler, Wei Biao Wu, “Central limit theorems for nearly long range dependent subordinated linear processes”, J. Appl. Probab., 57:2 (2020), 637
-
Tareq Alodat, Nikolai Leonenko, Andriy Olenko, “Limit theorems for filtered long-range dependent random fields”, Stochastics, 92:8 (2020), 1175
-
Hira L. Koul, Fang Li, “Comparing two nonparametric regression curves in the presence of long memory in covariates and errors”, Metrika, 83:4 (2020), 499
-
Jun Wang, Xianmei Song, Guangjun Shen, Xiuwei Yin, “Approximation to two independent Gaussian processes from a unique Lévy process and applications”, Communications in Statistics - Theory and Methods, 49:21 (2020), 5220
-
János Engländer, Stanislav Volkov, Zhenhua Wang, “The coin-turning walk and its scaling limit”, Electron. J. Probab., 25:none (2020)
-
Surgailis D., “Anisotropic Scaling Limits of Long-Range Dependent Random Fields”, Lith. Math. J., 59:4, SI (2019), 595–615
-
Johannes Tewes, Dimitris N. Politis, Daniel J. Nordman, “Convolved subsampling estimation with applications to block bootstrap”, Ann. Statist., 47:1 (2019)