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

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

3 October 2016

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

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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 138 0 0 30 Jan 2025
On optimal block resampling for Gaussian-subordinated long-range dependent processes Qihao Zhang S. Lahiri D. Nordman 23 2 0 02 Aug 2022
Wavelet eigenvalue regression in high dimensions P. Abry B. C. Boniece G. Didier H. Wendt 69 4 0 09 Aug 2021
Reduction principle for functionals of strong-weak dependent vector random fields Andriy Olenko D. Omari 30 4 0 01 May 2020
Representations of Hermite processes using local time of intersecting stationary stable regenerative sets Shuyang Bai 21 6 0 16 Oct 2019