Martingale decomposition and approximations for nonlinearly dependent processes (Q2322644): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: quantilogram / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spl.2019.04.012 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2943562736 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic inference for nearly nonstationary AR(1) processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3399435 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5614322 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3911791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time Series Regression with a Unit Root / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics for linear processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear system theory: Another look at dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong invariance principles for dependent random variables / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 09:41, 20 July 2024

scientific article
Language Label Description Also known as
English
Martingale decomposition and approximations for nonlinearly dependent processes
scientific article

    Statements

    Martingale decomposition and approximations for nonlinearly dependent processes (English)
    0 references
    0 references
    5 September 2019
    0 references
    0 references
    0 references
    0 references
    0 references
    dependence
    0 references
    martingale approximations
    0 references
    nonlinear time series
    0 references
    0 references