The following pages link to (Q4898884):
Displaying 6 items.
- A CLT for martingale transforms with infinite variance (Q334015) (← links)
- Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations (Q1695656) (← links)
- A note on the QMLE limit theory in the non-stationary ARCH(1) model (Q1695669) (← links)
- Stable limits for Markov chains via the principle of conditioning (Q1986005) (← links)
- A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations (Q2405940) (← links)
- A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test (Q4638680) (← links)
