Articles citing this article

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Cited article:

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Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes

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Composite likelihood estimation for a Gaussian process under fixed domain asymptotics

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Dynamic Functional Regression with Application to the Cross-section of Returns

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Limiting Spectral Distribution of Large Sample Covariance Matrices Associated with a Class of Stationary Processes

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Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series

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Strong approximation of the empirical distribution function for absolutely regular sequences in ${\mathbb R}^d$

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