The following pages link to Martingale Central Limit Theorems (Q5623014):
Displaying 50 items.
- Decomposition of an autoregressive process into first order processes (Q272090) (← links)
- Smooth approximation of stochastic differential equations (Q272965) (← links)
- Testing with many weak instruments (Q277151) (← links)
- Central limit theorem for linear groups (Q282514) (← links)
- Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
- Hack's law in a drainage network model: a Brownian web approach (Q303974) (← links)
- Central limit theorem for reducible and irreducible open quantum walks (Q331513) (← links)
- Self-normalized Cramér type moderate deviations for the maximum of sums (Q358144) (← links)
- Asymptotic results for polygonal processes related to an autoregression (Q393009) (← links)
- On conditions in central limit theorems for martingale difference arrays (Q397938) (← links)
- A quenched weak invariance principle (Q405496) (← links)
- Asymptotic inference of unstable periodic ARCH processes (Q411545) (← links)
- Asymptotics for dependent Bernoulli random variables (Q419150) (← links)
- Maximal and moment inequalities for demimartingales and \(N\)-demimartingales (Q419202) (← links)
- Recent progress on the random conductance model (Q431513) (← links)
- A central limit theorem for the determinant of a Wigner matrix (Q436167) (← links)
- Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
- Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
- Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models (Q477106) (← links)
- Optimal online selection of a monotone subsequence: a central limit theorem (Q491928) (← links)
- Maximum likelihood estimation of the dynamic shock-error model (Q583814) (← links)
- Offline and online weighted least squares estimation of nonstationary power ARCH processes (Q634578) (← links)
- On non-stationary threshold autoregressive models (Q638764) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
- Semiparametric inference in a GARCH-in-mean model (Q738173) (← links)
- Probabilities of large deviations for martingales (Q756246) (← links)
- Asymptotic normality of the size of the giant component via a random walk (Q765189) (← links)
- Central limit theorem for integrated square error of multivariate nonparametric density estimators (Q786474) (← links)
- Weak convergence of martingales with random indices to infinitely divisible laws (Q788379) (← links)
- On constrained maximum likelihood estimation with non-i.i.d. observations (Q802243) (← links)
- Functional limit theorems for random quadratic forms (Q804076) (← links)
- Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (Q811063) (← links)
- The tests of Robinson (1994) for fractional integration. Time domain versus frequency domain (Q815321) (← links)
- An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables (Q910095) (← links)
- Nearest neighbor smoothing in linear regression (Q913419) (← links)
- Efficient nonparametric testing by functional estimation (Q921777) (← links)
- Lingering random walks in random environment on a strip (Q934598) (← links)
- On functional versions of the arc-sine law (Q966497) (← links)
- Nonparametric comparison of regression functions (Q990889) (← links)
- Weak convergence of non-stationary multivariate marked processes with applications to martingale testing (Q996976) (← links)
- Uniform in bandwidth consistency of conditional \(U\)-statistics (Q1002538) (← links)
- Branching Markov processes and related asymptotics (Q1012533) (← links)
- Testing independence in nonparametric regression (Q1021854) (← links)
- The convergence of moments in the central limit theorem for stationary phi-mixing processes (Q1055084) (← links)
- Invariance principles for stochastic area and related stochastic integrals (Q1056458) (← links)
- Model specification testing of time series regressions (Q1057606) (← links)
- Invariance principle for martingales on the plane (Q1060767) (← links)
- ARMAX model specification testing, with an application to unemployment in the Netherlands (Q1090051) (← links)
- Bootstrapping general first order autoregression (Q1129468) (← links)
