Nonparametric estimation in null recurrent time series. (Q1848865): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2001953116 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3992980 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4040465 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Occupation Times for Markoff Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root / rank
 
Normal rank
Property / cites work
 
Property / cites work: RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5624436 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling Nonlinear Relationships between Extended-Memory Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linearity testing using local polynomial approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5753313 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4311597 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local asymptotic normality and mixed normality for Markov statistical models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3774629 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood-Based Inference in Cointegrated Vector Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The sequence of sums of independent random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation in a nonlinear cointegration type model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation in null recurrent time series. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A limit theorem for slowly increasing occupation times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A limit theorem for sums of random number of i.i.d. random variables and its application to occupation times of Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computable bounds for geometric convergence rates of Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: NULL RECURRENT UNIT ROOT PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: General Irreducible Markov Chains and Non-Negative Operators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: NONPARAMETRIC ESTIMATORS FOR TIME SERIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large-sample inference for nonparametric regression with dependent errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric Identification of Nonlinear Time Series: Projections / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4135799 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nearest neighbor regression estimation for null-recurrent Markov time series / rank
 
Normal rank

Latest revision as of 18:32, 4 June 2024

scientific article
Language Label Description Also known as
English
Nonparametric estimation in null recurrent time series.
scientific article

    Statements

    Nonparametric estimation in null recurrent time series. (English)
    0 references
    0 references
    0 references
    14 November 2002
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Nonstationary time series models
    0 references
    null recurrent Markov chain
    0 references
    nonparametric kernel estimators
    0 references
    split chain
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references