Limit Theorems for Aggregated Linear Processes (Q2837758): Difference between revisions

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+W1999565820
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+Dynamic models of long-memory processes driven by Lévy noise
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+Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence
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+Hausdorff dimension of random fractals with overlaps
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+Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
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+Distributional limit theorems over a stationary Gaussian sequence of random vectors.
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+Superposition of Ornstein--Uhlenbeck Type Processes
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+Spectral properties of superpositions of Ornstein-Uhlenbeck type processes
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+From short to long memory: aggregation and estimation
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+Asymptotic normality of the mixture density estimator in a disaggregation scheme
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+The polynomial aggregated AR(1) model*
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+Disaggregation of long memory processes on \(\mathcal C^\infty\) class
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+A new covariance inequality and applications.
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+On the functional central limit theorem for stationary processes
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+Modeling volatility persistence of speculative returns: a new approach
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+Non-central limit theorems for non-linear functional of Gaussian fields
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+CLT and other limit theorems for functionals of Gaussian processes
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+AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS
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+Q5614322
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+Long memory relationships and the aggregation of dynamic models
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+A Class of Statistics with Asymptotically Normal Distribution
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+Effect of aggregation on estimators in AR(1) sequence
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+Periodically Correlated Random Sequences
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+Q4778955
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+Normal rank
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+Asymptotic behavior of weakly dependent aggregated processes
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+Stability of random coefficient ARCH models and aggregation schemes
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+Q4943491
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+Normal rank
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+Aggregation in ARCH models
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+Normal rank
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+Orthogonal series density estimation in a disaggregation scheme
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+Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion
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+Central limit theorems for additive functionals of Markov chains.
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+Recent advances in invariance principles for stationary sequences
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+Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results
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+A new maximal inequality and invariance principle for stationary sequences
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+Central limit theorem for stationary linear processes
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+Invariance principle for stochastic processes with short memory
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+Linear Regression Limit Theory for Nonstationary Panel Data
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+Aggregation of random-coefficient AR(1) process with infinite variance and common innovations
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+Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations
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+Q3395931
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+Speeds of convergence for the multidimensional central limit theorem
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+Convergence of integrated processes of arbitrary Hermite rank
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+CENTRAL LIMIT THEOREMS FOR SUPERLINEAR PROCESSES
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+Nonlinear system theory: Another look at dependence
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+Strong invariance principles for dependent random variables
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+Martingale approximations for sums of stationary processes.
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+Contemporaneous aggregation of linear dynamic models in large economies
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+Aggregation and memory of models of changing volatility
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+Contemporaneous aggregation of GARCH processes
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+Normal rank