Pages that link to "Item:Q5337608"

The following pages link to The Lindeberg-Levy Theorem for Martingales (Q5337608):

Displaying 50 items.

• Gaussian mixture vector autoregression (Q75584) (← links)
• Identification and estimation of non-Gaussian structural vector autoregressions (Q77374) (← links)
• Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
• Nonparametric tests for conditional symmetry in dynamic models (Q289176) (← links)
• A two-stage realized volatility approach to estimation of diffusion processes with discrete data (Q302180) (← links)
• Fitting birth-and-death queueing models to data (Q433594) (← links)
• Product autoregressive models for non-negative variables (Q449010) (← links)
• Limit theorems for von Mises statistics of a measure preserving transformation (Q466892) (← links)
• The split-BREAK model (Q468012) (← links)
• Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes (Q556428) (← links)
• Minimum density power divergence estimator for GARCH models (Q619106) (← links)
• Biharmonic functions on groups and limit theorems for quasimorphisms along random walks (Q625330) (← links)
• New mixed time series models having approximated beta marginals (Q646124) (← links)
• Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes (Q710816) (← links)
• Comparison between criteria leading to the weak invariance principle (Q731668) (← links)
• An empirical central limit theorem in L\(^1\) for stationary sequences (Q734650) (← links)
• Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
• Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
• Econometric duration analysis (Q788453) (← links)
• Central limit theorem for stationary linear processes (Q850984) (← links)
• Recursive solution methods for dynamic linear rational expectations models (Q911206) (← links)
• Piecewise deterministic Markov processes applied to fatigue crack growth modelling (Q1007421) (← links)
• Consistency of the maximum likelihood estimator and Bayesian estimator based on sequential sensitivity experiments (Q1009704) (← links)
• Branching Markov processes and related asymptotics (Q1012533) (← links)
• Variance estimation in the central limit theorem for Markov chains (Q1015870) (← links)
• Categorical time series models for contingency tables (Q1021773) (← links)
• Estimation of autoregressive models with epsilon-skew-normal innovations (Q1026363) (← links)
• Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
• Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces (Q1051974) (← links)
• Parameter estimation for point processes with partial observations: A filtering approach (Q1057022) (← links)
• The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend (Q1057607) (← links)
• A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators (Q1073525) (← links)
• Estimation in nonlinear time series models (Q1079909) (← links)
• Asymptotic inference for continuous-time Markov chains (Q1092575) (← links)
• On model order estimation for partially observed Markov chains (Q1105545) (← links)
• Statistical inference for G/M/1 queueing system (Q1110969) (← links)
• Estimation of parameters for Hilbert space-valued partially observable stochastic processes (Q1111295) (← links)
• Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case (Q1112529) (← links)
• Minimum distance estimators for random coefficient autoregressive models (Q1126147) (← links)
• Estimating malaria incidence and recovery rates from panel surveys (Q1135797) (← links)
• The weak convergence of the likelihood ratio random fields for Markov observations (Q1136459) (← links)
• The asymptotic behaviour of maximum likelihood estimators for stationary point processes (Q1148093) (← links)
• The estimation of multivariate random coefficient autoregressive models (Q1169230) (← links)
• Bootstrapping Markov chains: Countable case (Q1205467) (← links)
• Approximating martingales and the central limit theorem for strictly stationary processes (Q1208930) (← links)
• Maximum likelihood estimation for Markov processes (Q1226364) (← links)
• Nonparametric estimation of functions in a model of competing risks from incomplete longitudinal data (Q1256825) (← links)
• Prediction and classification of non-stationary categorical time series (Q1275416) (← links)
• Parameter estimation for generalized random coefficient autoregressive processes (Q1299549) (← links)
• Statistical inference for finite Markov chains based on divergences (Q1304078) (← links)