Pages that link to "Item:Q4819468"

The following pages link to Limit theorems for iterated random functions (Q4819468):

Displaying 40 items.

• Komlós-Major-Tusnády approximation under dependence (Q2447341) (← links)
• Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
• Strong invariance principles for dependent random variables (Q2460327) (← links)
• On the Bahadur representation of sample quantiles for dependent sequences (Q2583423) (← links)
• Density estimation for nonlinear parametric models with conditional heteroscedasticity (Q2630164) (← links)
• Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
• Large deviation inequalities of Bayesian estimator in nonlinear regression models (Q2694806) (← links)
• Optimal Rate of Convergence for Empirical Quantiles and Distribution Functions for Time Series (Q2830682) (← links)
• A FUNCTIONAL VERSION OF THE ARCH MODEL (Q2847583) (← links)
• LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES (Q2886971) (← links)
• A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS (Q2886972) (← links)
• A survey of average contractive iterated function systems (Q2902287) (← links)
• SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (Q2909249) (← links)
• ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA (Q2937716) (← links)
• Generalised kernel smoothing for non-negative stationary ergodic processes (Q3068116) (← links)
• Postmodel selection estimators of variance function for nonlinear autoregression (Q3077675) (← links)
• TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
• Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes (Q3388496) (← links)
• A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications (Q3420024) (← links)
• Application of interval iterations to the entrainment problem in respiratory physiology (Q3579050) (← links)
• NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
• A unified stability theory for classical and monotone Markov chains (Q4968507) (← links)
• Self-Excited Threshold Poisson Autoregression (Q4975415) (← links)
• (Q5004044) (← links)
• Asymptotic for LS estimators in the EV regression model for dependent errors (Q5020923) (← links)
• ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS (Q5024497) (← links)
• A stochastic recurrence equations approach for score driven correlation models (Q5034245) (← links)
• Test of parameter changes in a class of observation-driven models for count time series (Q5077400) (← links)
• Sequential common change detection, isolation, and estimation in multiple poisson processes (Q5089389) (← links)
• Adaptive Change Point Monitoring for High-Dimensional Data (Q5089460) (← links)
• Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations (Q5129188) (← links)
• Nonlinear system theory: Another look at dependence (Q5385851) (← links)
• Performance bounds for parameter estimates of high-dimensional linear models with correlated errors (Q5965327) (← links)
• Comments on: Some recent theory for autoregressive count time series (Q5970627) (← links)
• Time-varying multivariate causal processes (Q6118719) (← links)
• Edgeworth expansions for volatility models (Q6136793) (← links)
• Central limit theorems for high dimensional dependent data (Q6178582) (← links)
• Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices (Q6183694) (← links)
• On distributional autoregression and iterated transportation (Q6604026) (← links)
• The transport map computed by iterated function system (Q6633197) (← links)