-
Weilin Xiao, Jun Yu, “ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL”, Econom. Theory, 35:1 (2019), 198
-
Mirza Trokić, “Wavelet energy ratio unit root tests”, Econometric Reviews, 38:1 (2019), 69
-
Murad S. Taqqu, Ting Zhang, “A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter”, Journal Time Series Analysis, 40:4 (2019), 411
-
Huijun Guo, Youming Liu, “Regression estimation under strong mixing data”, Ann Inst Stat Math, 71:3 (2019), 553
-
Xiaoqing Zheng, Hongwei Sun, Mengjuan Pang, “Distributed Regression Learning with Dependent Samples”, J. Phys.: Conf. Ser., 1213:2 (2019), 022002
-
Donatas Surgailis, “Anisotropic scaling limits of long-range dependent linear random fields on Z3”, Journal of Mathematical Analysis and Applications, 472:1 (2019), 328
-
Ibragimov I.A. Lifshits M.A. Nazarov A.I. Zaporozhets D.N., “On the History of St. Petersburg School of Probability and Mathematical Statistics: II. Random Processes and Dependent Variables”, Vestn. St Petersb. Univ.-Math., 51:3 (2018), 213–236
-
Borodin A.N. Davydov Yu.A. Nevzorov V.B., “On the History of the St. Petersburg School of Probability and Statistics. III. Distributions of Functionals of Processes, Stochastic Geometry, and Extrema”, Vestn. St Petersb. Univ.-Math., 51:4 (2018), 343–359
-
Junke Kou, Youming Liu, “Wavelet regression estimations with strong mixing data”, Stat Methods Appl, 27:4 (2018), 667
-
Junke Kou, Huijun Guo, “Wavelet density estimation for mixing and size-biased data”, J Inequal Appl, 2018:1 (2018)
-
Rongmao Zhang, Ngai Hang Chan, “Portmanteau-type tests for unit-root and cointegration”, Journal of Econometrics, 207:2 (2018), 307
-
Wiley Series in Probability and Statistics, Time Series Analysis with Long Memory in View, 2018, 245
-
Qing Li, Steven Y. Liang, “Degradation Trend Prognostics for Rolling Bearing Using Improved R/S Statistic Model and Fractional Brownian Motion Approach”, IEEE Access, 6 (2018), 21103
-
Kacem Manel, Maume-Deschamps Véronique, “Estimation of the limit variance for sums under a new weak dependence condition”, Statistics, 52:2 (2018), 273
-
Feifan Jiang, Lihong Wang, “Adjusted blockwise empirical likelihood for long memory time series models”, Stat Methods Appl, 27:2 (2018), 319
-
Pipiras V., Taqqu M., “Long-Range Dependence and Self-Similarity”, Long-Range Dependence and Self-Similarity, Cambridge Series in Statistical and Probabilistic Mathematics, Cambridge Univ Press, 2017, 1–668
-
Marie Hušková, Matúš Maciak, “Discontinuities in robust nonparametric regression with α-mixing dependence”, Journal of Nonparametric Statistics, 29:2 (2017), 447
-
Young Min Kim, Yongku Kim, “Bootstrap methods for long-memory processes: a review”, CSAM, 24:1 (2017), 1
-
Shuyang Bai, Murad S. Taqqu, “Behavior of the generalized Rosenblatt process at extreme critical exponent values”, Ann. Probab., 45:2 (2017)
-
Niels Haldrup, J. Eduardo Vera Valdés, “Long memory, fractional integration, and cross-sectional aggregation”, Journal of Econometrics, 199:1 (2017), 1