Pages that link to "Item:Q4819468"
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The following pages link to Limit theorems for iterated random functions (Q4819468):
Displayed 28 items.
- 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)
- Count Time Series: A Methodological Review (Q6044640) (← links)
- Adaptive Inference for Change Points in High-Dimensional Data (Q6110698) (← links)
- Time-varying multivariate causal processes (Q6118719) (← links)
- Edgeworth expansions for volatility models (Q6136793) (← links)
- (Q6168062) (← 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)