WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881): Difference between revisions

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+MaRDI publication profile
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+An invariance principle for certain dependent sequences
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+Moment and probability bounds with quasi-superadditive structure for the maximum partial sum
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+A maximal inequality and dependent strong laws
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+Weak convergence for empirical processes of associated sequences
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+Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
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+The jackknife and the bootstrap for general stationary observations
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+On Strong Mixing Conditions for Stationary Gaussian Processes
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+Locally contracting iterated functions and stability of Markov chains
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+Polynomial convergence rates of Markov chains
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+The Exact Constant in the Rosenthal Inequality for Random Variables with Mean Zero
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+Some Limit Theorems for Stationary Processes
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+Limit theorems for functionals of moving averages
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+Properties of moments of a family of GARCH processes
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+Correlation inequalities on some partially ordered sets
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+Association of Random Variables, with Applications
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+A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
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+Limiting behavior of U-statistics for stationary, absolutely regular processes
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+Some Limit Theorems for Random Functions. II
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+Some Limit Theorems for Random Functions. I
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+Central Limit Theorems for dependent variables. I
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+Functional central limit theorem for the empirical process of short memory linear processes
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+A new weak dependence condition and applications to moment inequalities
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+Iterated Random Functions
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+On Polynomial Mixing and Convergence Rate for Stochastic Difference and Differential Equations
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+On the functional central limit theorem for stationary processes
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+Non-linear time series and Markov chains
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+A triangular central limit theorem under a new weak dependence condition
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+SOME DOUBLY STOCHASTIC TIME SERIES MODELS
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+A comparison theorem on moment inequalities between negatively associated and independent random variables
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+Maximal inequalities for partial sums of \(\rho\)-mixing sequences
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+Propri�t�s de convergence presque compl�te du pr�dicteur � noyau
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+Verifying irreducibility and continuity of a nonlinear time series
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+Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
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+Central limit theorems for non-linear functionals of Gaussian fields
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+Multilinear forms and measures of dependence between random variables
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+Generalized autoregressive conditional heteroscedasticity
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+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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+Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
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+A new mixing notion and functional central limit theorems for a sieve bootstrap in time series
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+Basic structure of the asymptotic theory in dynamic nonlinear econometric models
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+Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
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+Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
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+Weak dependence beyond mixing and asymptotics for nonparametric regression
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+Critères d'ergodicité géométrique ou arithmétique de modèles linéaires pertubés à représentation markovienne
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+Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
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+Limit theorems for empirical processes
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+Chi-Square Diagnostic Tests for Econometric Models: Theory
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+Time Series Regression with a Unit Root
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+Non-strong mixing autoregressive processes
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+Some mixing properties of time series models
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+Limit theorems for iterated random functions by regenerative methods.
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+The mixing property of bilinear and generalised random coefficient autoregressive models
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+A threshold AR(1) model
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+On extremal distributions and sharp \(L_p\)-bounds for sums of multilinear forms
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+On the asymptotic normality of sequences of weak dependent random variables
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+Properties of uniform consistency of the kernel estimators of density and regression functions under dependence assumptions
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+The Convergence of Moments in the Central Limit Theorem for ρ-Mixing Sequences of Random Variables
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