MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION (Q3191829): Difference between revisions

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+MaRDI publication profile
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+Q3583016
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+A specification test for nonlinear nonstationary models
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+ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
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+Weak convergence of financial markets.
@@ Property / cites work: Weak convergence of financial markets. / rank @@
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+Nonparametric estimation in a nonlinear cointegration type model
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+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
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+Specification testing in nonlinear and nonstationary time series autoregression
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+NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY
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+Martingale invariance principles
@@ Property / cites work: Martingale invariance principles / rank @@
+Normal rank
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+TESTS FOR NONLINEAR COINTEGRATION
@@ Property / cites work: TESTS FOR NONLINEAR COINTEGRATION / rank @@
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+Occupation densities
@@ Property / cites work: Occupation densities / rank @@
+Normal rank
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+Functional-coefficient models for nonstationary time series data
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+Q4210938
@@ Property / cites work: Q4210938 / rank @@
+Normal rank
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+Q5560061
@@ Property / cites work: Q5560061 / rank @@
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+Nonlinear Regressions with Integrated Time Series
@@ Property / cites work: Nonlinear Regressions with Integrated Time Series / rank @@
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+Nonlinearity, nonstationarity, and spurious forecasts
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+Weak limit theorems for stochastic integrals and stochastic differential equations
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+FUNCTIONAL FORM MISSPECIFICATION IN REGRESSIONS WITH A UNIT ROOT
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+Weighted sums of i.i.d. random variables attracted to integrals of stable processes
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+Nonparametric estimation in null recurrent time series.
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+Martingale approximations for sums of stationary processes.
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+Structural Nonparametric Cointegrating Regression
@@ Property / cites work: Structural Nonparametric Cointegrating Regression / rank @@
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+Publication:3191829