Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series (Q5237533): Difference between revisions

@@ Property / cites work @@
+A unified approach to self-normalized block sampling
+Normal rank
@@ Property / cites work @@
+Komlós-Major-Tusnády approximation under dependence
+Normal rank
@@ Property / cites work @@
+On the validity of the formal Edgeworth expansion
@@ Property / cites work: On the validity of the formal Edgeworth expansion / rank @@
+Normal rank
@@ Property / cites work @@
+Invariance principles for von Mises and U-statistics
+Normal rank
@@ Property / cites work @@
+On multivariate higher order von Mises expansions
@@ Property / cites work: On multivariate higher order von Mises expansions / rank @@
+Normal rank
@@ Property / cites work @@
+Batch means and spectral variance estimators in Markov chain Monte Carlo
+Normal rank
@@ Property / cites work @@
+The bootstrap and Edgeworth expansion
@@ Property / cites work: The bootstrap and Edgeworth expansion / rank @@
+Normal rank
@@ Property / cites work @@
+The central limit theorem for time series regression
+Normal rank
@@ Property / cites work @@
+A functional central limit theorem for weakly dependent sequences of random variables
+Normal rank
@@ Property / cites work @@
+The almost sure invariance principles of degenerate \(U\)-statistics of degree two for stationary random variables
+Normal rank
@@ Property / cites work @@
+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
+Normal rank
@@ Property / cites work @@
+Simple Robust Testing of Regression Hypotheses
@@ Property / cites work: Simple Robust Testing of Regression Hypotheses / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval
+Normal rank
@@ Property / cites work @@
+A Time‐Symmetric Self‐Normalization Approach for Inference of Time Series
+Normal rank
@@ Property / cites work @@
+ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES
@@ Property / cites work: ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES / rank @@
+Normal rank
@@ Property / cites work @@
+Testing That a Dependent Process Is Uncorrelated
@@ Property / cites work: Testing That a Dependent Process Is Uncorrelated / rank @@
+Normal rank
@@ Property / cites work @@
+Weak Convergence of $U$-Statistics and Von Mises' Differentiable Statistical Functions
+Normal rank
@@ Property / cites work @@
+Nonlinear spectral density estimation: thresholding the correlogram
+Normal rank
@@ Property / cites work @@
+Observed Confidence Levels
@@ Property / cites work: Observed Confidence Levels / rank @@
+Normal rank
@@ Property / cites work @@
+HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
+Normal rank
@@ Property / cites work @@
+A Self-Normalized Approach to Confidence Interval Construction in Time Series
+Normal rank
@@ Property / cites work @@
+Self-Normalization for Time Series: A Review of Recent Developments
+Normal rank
@@ Property / cites work @@
+Testing for Change Points in Time Series
@@ Property / cites work: Testing for Change Points in Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Invariance Principle for <i>U</i>-Statistics and von Mises' Functionals of Weakly Dependent Observations
+Normal rank
@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
+Normal rank
@@ Property / cites work @@
+On the Asymptotic Distribution of Differentiable Statistical Functions
+Normal rank
@@ Property / cites work @@
+Nonlinear system theory: Another look at dependence
+Normal rank
@@ Property / cites work @@
+Strong invariance principles for dependent random variables
+Normal rank
@@ Property / cites work @@
+Gaussian approximations for non-stationary multiple time series
+Normal rank
@@ Property / cites work @@
+A Single-Pass Algorithm for Spectrum Estimation With Fast Convergence
+Normal rank
@@ Property / cites work @@
+A Thresholding-Based Prewhitened Long-Run Variance Estimator and Its Dependence-Oracle Property
+Normal rank
@@ Property / cites work @@
+Unsupervised Self-Normalized Change-Point Testing for Time Series
+Normal rank
@@ Property / cites work @@
+Inference for Linear Models with Dependent Errors
@@ Property / cites work: Inference for Linear Models with Dependent Errors / rank @@
+Normal rank