Asymptotic spectral theory for nonlinear time series (Q2456020): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3101688867
@@ Property / OpenAlex ID: W3101688867 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+math/0611029
@@ Property / arXiv ID: math/0611029 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5631966
@@ Property / cites work: Q5631966 / rank @@
+Normal rank
@@ Property / cites work @@
+Non-strong mixing autoregressive processes
@@ Property / cites work: Non-strong mixing autoregressive processes / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Some asymptotic theory for the bootstrap
@@ Property / cites work: Some asymptotic theory for the bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Strict stationarity of generalized autoregressive processes
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of spectral estimates of second order
+Normal rank
@@ Property / cites work @@
+Q4082810
@@ Property / cites work: Q4082810 / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
+Normal rank
@@ Property / cites work @@
+On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
+Normal rank
@@ Property / cites work @@
+Large sample properties of spectral estimators for a class of stationary nonlinear processes
+Normal rank
@@ Property / cites work @@
+THE DISTRIBUTION OF PERIODOGRAM ORDINATES
@@ Property / cites work: THE DISTRIBUTION OF PERIODOGRAM ORDINATES / rank @@
+Normal rank
@@ Property / cites work @@
+Q4040465
@@ Property / cites work: Q4040465 / rank @@
+Normal rank
@@ Property / cites work @@
+Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.
+Normal rank
@@ Property / cites work @@
+Iterated Random Functions
@@ Property / cites work: Iterated Random Functions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4331760
@@ Property / cites work: Q4331760 / rank @@
+Normal rank
@@ Property / cites work @@
+A multiplicative ergodic theorem for Lipschitz maps
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Nonlinear time series. Nonparametric and parametric methods
+Normal rank
@@ Property / cites work @@
+The periodogram of an i.i.d. sequence.
@@ Property / cites work: The periodogram of an i.i.d. sequence. / rank @@
+Normal rank
@@ Property / cites work @@
+RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
+Normal rank
@@ Property / cites work @@
+On bootstrapping kernel spectral estimates
@@ Property / cites work: On bootstrapping kernel spectral estimates / rank @@
+Normal rank
@@ Property / cites work @@
+The empirical distribution of Fourier coefficients
+Normal rank
@@ Property / cites work @@
+The empirical distribution of the fourier coefficients of a sequence of independent, identically distributed long-tailed random variables
+Normal rank
@@ Property / cites work @@
+Asymptotic distribution of statistics in time series
+Normal rank
@@ Property / cites work @@
+Q4158357
@@ Property / cites work: Q4158357 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3247497
@@ Property / cites work: Q3247497 / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorems for time series regression
@@ Property / cites work: Central limit theorems for time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+Properties of moments of a family of GARCH processes
+Normal rank
@@ Property / cites work @@
+On weighted \(U\)-statistics for stationary processes.
+Normal rank
@@ Property / cites work @@
+Locally contracting iterated functions and stability of Markov chains
+Normal rank
@@ Property / cites work @@
+The periodogram at the Fourier frequencies
@@ Property / cites work: The periodogram at the Fourier frequencies / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive-aided periodogram bootstrap for time series
+Normal rank
@@ Property / cites work @@
+A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence
+Normal rank
@@ Property / cites work @@
+NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE  GARCH(<i>r</i>,<i>s</i>) AND ASYMMETRIC POWER  GARCH(<i>r</i>,<i>s</i>) MODELS
+Normal rank
@@ Property / cites work @@
+Stationarity and the existence of moments of a family of GARCH processes.
+Normal rank
@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
+Normal rank
@@ Property / cites work @@
+Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes)
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of the periodogram of a discrete stationary process
+Normal rank
@@ Property / cites work @@
+The Local Bootstrap for Periodogram Statistics
@@ Property / cites work: The Local Bootstrap for Periodogram Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+On Consistent Estimates of the Spectrum of a Stationary Time Series
+Normal rank
@@ Property / cites work @@
+Bilinear Markovian representation and bilinear models
+Normal rank
@@ Property / cites work @@
+The mixing property of bilinear and generalised random coefficient autoregressive models
+Normal rank
@@ Property / cites work @@
+Q4839957
@@ Property / cites work: Q4839957 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3323077
@@ Property / cites work: Q3323077 / rank @@
+Normal rank
@@ Property / cites work @@
+Current developments in time series modelling
@@ Property / cites work: Current developments in time series modelling / rank @@
+Normal rank
@@ Property / cites work @@
+Q4682143
@@ Property / cites work: Q4682143 / rank @@
+Normal rank
@@ Property / cites work @@
+Gordin's theorem and the periodogram
@@ Property / cites work: Gordin's theorem and the periodogram / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic normality, strong mixing and spectral density estimates
+Normal rank
@@ Property / cites work @@
+Q3730889
@@ Property / cites work: Q3730889 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3745113
@@ Property / cites work: Q3745113 / rank @@
+Normal rank
@@ Property / cites work @@
+LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
+Normal rank
@@ Property / cites work @@
+Q4759893
@@ Property / cites work: Q4759893 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to bispectral analysis and bilinear time series models
+Normal rank
@@ Property / cites work @@
+An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of Financial Time Series
@@ Property / cites work: Analysis of Financial Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space
+Normal rank
@@ Property / cites work @@
+Criteria for classifying general Markov chains
@@ Property / cites work: Criteria for classifying general Markov chains / rank @@
+Normal rank
@@ Property / cites work @@
+Q3813021
@@ Property / cites work: Q3813021 / rank @@
+Normal rank
@@ Property / cites work @@
+Some asymptotic results for the periodogram of a stationary time series
+Normal rank
@@ Property / cites work @@
+Some Results Concerning the Asymptotic Distribution of Sample Fourier Transforms and Periodograms for a Discrete‐time Stationary Process with a Continuous Spectrum
+Normal rank
@@ Property / cites work @@
+The Maximum Deviation of Sample Spectral Densities
+Normal rank
@@ Property / cites work @@
+Fourier transforms of stationary processes
@@ Property / cites work: Fourier transforms of stationary processes / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear system theory: Another look at dependence
+Normal rank
@@ Property / cites work @@
+On linear processes with dependent innovations
@@ Property / cites work: On linear processes with dependent innovations / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theorems for iterated random functions
@@ Property / cites work: Limit theorems for iterated random functions / rank @@
+Normal rank
@@ Property / cites work @@
+A CENTRAL LIMIT THEOREM OF FOURIER TRANSFORMS OF STRONGLY DEPENDENT STATIONARY PROCESSES
+Normal rank
@@ Property / cites work @@
+On higher spectral densities of stationary processes with mixing
+Normal rank