Pages that link to "Item:Q2485859"

The following pages link to On linear processes with dependent innovations (Q2485859):

Displaying 39 items.

• On convergence to stochastic integrals (Q325886) (← links)
• On the reaction time of moving sum detectors (Q433744) (← links)
• Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
• Mildly explosive autoregression under weak and strong dependence (Q527993) (← links)
• On the maximum of covariance estimators (Q538182) (← links)
• The functional central limit theorem for linear processes with strong near-epoch dependent innovations (Q624594) (← links)
• Invariance principles for linear processes with application to isotonic regression (Q637091) (← links)
• Split invariance principles for stationary processes (Q653310) (← links)
• A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
• Central limit theorem for stationary linear processes (Q850984) (← links)
• Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (Q867849) (← links)
• Asymptotic theory for curve-crossing analysis (Q886113) (← links)
• Moderate deviations for linear processes generated by martingale-like random variables (Q966505) (← links)
• On Berry-Esseen bounds for non-instantaneous filters of linear processes (Q1002555) (← links)
• An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
• On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
• Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
• Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage (Q1639677) (← links)
• Variable screening for high dimensional time series (Q1746535) (← links)
• High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
• On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes (Q2169070) (← links)
• A Berry-Esseen bound of order \(\frac{1}{\sqrt{n}}\) for martingales (Q2209002) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• A new nonlinearity test to circumvent the limitation of Volterra expansion with application (Q2398407) (← links)
• Remarks on limit theorems for reversible Markov processes and their applications (Q2407066) (← links)
• Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
• Strong invariance principles for dependent random variables (Q2460327) (← links)
• Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
• Asymptotic independence of distant partial sums of linear processes (Q2466763) (← links)
• On the weak invariance principle for non-adapted sequences under projective criteria (Q2471130) (← links)
• On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
• Asymptotic Properties for Linear Processes of Functionals of Reversible or Normal Markov Chains (Q2840338) (← links)
• LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES (Q2886971) (← links)
• A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS (Q2886972) (← links)
• ASYMPTOTIC PROPERTIES OF SELF-NORMALIZED LINEAR PROCESSES WITH LONG MEMORY (Q2890703) (← links)
• TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES (Q2937715) (← links)
• Projective Stochastic Equations and Nonlinear Long Memory (Q2939267) (← links)
• TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
• Exact moderate and large deviations for linear random fields (Q4684950) (← links)