Образец цитирования:
Ю. А. Давыдов, “Принцип инвариантности для стационарных процессов”, Теория вероятн. и ее примен., 15:3 (1970), 498–509; Theory Probab. Appl., 15:3 (1970), 487–498
\RBibitem{Dav70}
\by Ю.~А.~Давыдов
\paper Принцип инвариантности для стационарных процессов
\jour Теория вероятн. и ее примен.
\yr 1970
\vol 15
\issue 3
\pages 498--509
\mathnet{http://mi.mathnet.ru/tvp1857}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=283872}
\zmath{https://zbmath.org/?q=an:0209.48904}
\transl
\jour Theory Probab. Appl.
\yr 1970
\vol 15
\issue 3
\pages 487--498
\crossref{https://doi.org/10.1137/1115050}
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/tvp1857
https://www.mathnet.ru/rus/tvp/v15/i3/p498
Эта публикация цитируется в следующих 271 статьяx:
Yu Bai, “Local GMM Estimation for Nonparametric Time‐Varying Coefficient Moment Condition Models”, Journal Time Series Analysis, 2025
Vygantas Paulauskas, “Limit theorems for linear processes with tapered innovations and filters”, Lith Math J, 64:1 (2024), 80
Zhao-Ang Zhang, “Strong law of large numbers for linear processes under sublinear expectation”, Communications in Statistics - Theory and Methods, 53:6 (2024), 2205
Michel Carbon, Thierry Duchesne, “Multivariate frequency polygon for stationary random fields”, Ann Inst Stat Math, 76:2 (2024), 263
Jan Beran, Jeremy Näscher, Fabian Pietsch, Stephan Walterspacher, “Testing for periodicity at an unknown frequency under cyclic long memory, with applications to respiratory muscle training”, AStA Adv Stat Anal, 2024
Yuncai Yu, “Strong Consistency of Wavelet Estimator for Biased Nonparametric Regression Function Under Strong Mixing”, Results Math, 79:6 (2024)
Khalid Chokri, Salim Bouzebda, “Asymptotic normality for the wavelet partially linear additive model components estimation”, Communications in Statistics - Theory and Methods, 53:23 (2024), 8376
Soufiane Moussaten, “On the cross-variation of a class of stochastic processes”, Results in Applied Mathematics, 24 (2024), 100509
Junke Kou, Kaili Cui, “Multivariate wavelet density estimation for strong mixing stratified size-biased sample”, Communications in Statistics - Theory and Methods, 52:6 (2023), 1888
Jaya P.N. Bishwal, “Interest rate derivatives for the fractional Cox-Ingersoll-Ross model”, AF, 10:1-2 (2023), 53
Xiaohu Wang, Weilin Xiao, Jun Yu, Advances in Econometrics, Essays in Honor of Joon Y. Park: Econometric Theory, 2023, 73
N. S. Arkashov, V. A. Seleznev, “On heterogeneous diffusion processes and the formation of spatial–temporal nonlocality”, Chaos: An Interdisciplinary Journal of Nonlinear Science, 33:7 (2023)
Shuping Shi, Jun Yu, “Volatility Puzzle: Long Memory or Antipersistency”, Management Science, 69:7 (2023), 3861
Xiaohu Wang, Weilin Xiao, Jun Yu, “Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process”, Journal of Econometrics, 232:2 (2023), 389
Shuping Shi, Jun Yu, “Volatility Puzzle”, SSRN Journal, 2022
N.S. Arkashov, “On the model of random walk with multiple memory structure”, Physica A: Statistical Mechanics and its Applications, 603 (2022), 127795
Søren Johansen, Morten Ørregaard Nielsen, “WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION”, Econom. Theory, 2022, 1
Nengxiang Ling, Lilei Cheng, Philippe Vieu, Hui Ding, “Missing responses at random in functional single index model for time series data”, Stat Papers, 63:2 (2022), 665
Paulauskas V., “Limit Theorems For Linear Random Fields With Tapered Innovations. i: the Gaussian Case”, Lith. Math. J., 61:2 (2021), 261–273