How the instability of ranks under long memory affects large-sample inference

3 October 2016

Papers citing "How the instability of ranks under long memory affects large-sample inference"

6 / 6 papers shown

Title
A spectral clustering-type algorithm for the consistent estimation of the Hurst distribution in moderately high dimensions P. Abry G. Didier Oliver Orejola H. Wendt 81 0 0 30 Jan 2025
On optimal block resampling for Gaussian-subordinated long-range dependent processes Qihao Zhang S. Lahiri D. Nordman 16 2 0 02 Aug 2022
Wavelet eigenvalue regression in high dimensions P. Abry B. C. Boniece G. Didier H. Wendt 17 4 0 09 Aug 2021
Reduction principle for functionals of strong-weak dependent vector random fields Andriy Olenko D. Omari 18 3 0 01 May 2020
Representations of Hermite processes using local time of intersecting stationary stable regenerative sets Shuyang Bai 13 6 0 16 Oct 2019
Sensivity of the Hermite rank Shuyang Bai M. Taqqu 29 0 0 04 Oct 2017