Pages that link to "Item:Q1133230"
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The following pages link to The central limit theorem for time series regression (Q1133230):
Displayed 43 items.
- A uniform law for convergence to the local times of linear fractional stable motions (Q259566) (← links)
- A functional CLT for fields of commuting transformations via martingale approximation (Q504002) (← links)
- A new sufficient condition in the invariance principle for the partial sum processes of moving averages (Q542174) (← links)
- Rates of convergence in the central limit theorem for linear statistics of martingale differences (Q544503) (← links)
- On the functional central limit theorem via martingale approximation (Q637109) (← links)
- Recursive estimation of time-average variance constants (Q835069) (← links)
- Central limit theorem for stationary linear processes (Q850984) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Estimation of vector Armax models (Q1145456) (← links)
- Alternative forms of fractional Brownian motion (Q1304352) (← links)
- Asymptotic normality of the discrete Fourier transform of long memory time series (Q1341361) (← links)
- Time series regression with long-range dependence (Q1355170) (← links)
- A compact LIL for martingales in \(2\)-smooth Banach spaces with applications (Q2345125) (← links)
- On the optimality of McLeish's conditions for the central limit theorem (Q2351838) (← links)
- Study of almost everywhere convergence of series by mean of martingale methods (Q2360248) (← links)
- Neural network approach to forecasting of quasiperiodic financial time series (Q2433493) (← links)
- Komlós-Major-Tusnády approximation under dependence (Q2447341) (← links)
- Strong invariance principles for dependent random variables (Q2460327) (← links)
- On the weak invariance principle for non-adapted sequences under projective criteria (Q2471130) (← links)
- On linear processes with dependent innovations (Q2485859) (← links)
- Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
- A CENTRAL LIMIT THEOREM OF FOURIER TRANSFORMS OF STRONGLY DEPENDENT STATIONARY PROCESSES (Q3034606) (← links)
- ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION (Q3181943) (← links)
- CENTRAL LIMIT THEOREMS FOR WEIGHTED SUMS OF LINEAR PROCESSES: <i>L<sub>P</sub></i> -APPROXIMABILITY VERSUS BROWNIAN MOTION (Q3181945) (← links)
- Invariance principles for self-similar set-indexed random fields (Q3190936) (← links)
- UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES (Q3377434) (← links)
- Limit theorems and inequalities via martingale methods (Q3451717) (← links)
- ASYMPTOTIC BEHAVIOUR OF DISCRETE LINEAR PROCESSES (Q3700515) (← links)
- THE DISTRIBUTION OF PERIODOGRAM ORDINATES (Q3965459) (← links)
- ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS (Q4449532) (← links)
- Invariance principle via orthomartingale approximation (Q4561038) (← links)
- THE RESOLUTION OF CLOSELY ADJACENT SPECTRAL LINES (Q4733262) (← links)
- Unsupervised Self-Normalized Change-Point Testing for Time Series (Q4962429) (← links)
- Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series (Q5237533) (← links)
- Quenched Invariance Principles via Martingale Approximation (Q5272946) (← links)
- UNIFORM CONVERGENCE RATES OVER MAXIMAL DOMAINS IN STRUCTURAL NONPARAMETRIC COINTEGRATING REGRESSION (Q5371154) (← links)
- Nonlinear system theory: Another look at dependence (Q5385851) (← links)
- Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (Q5467604) (← links)
- Polynomial Trend Regression With Long‐memory Errors (Q5467606) (← links)
- Asymptotics for moving average processes with dependent innovations (Q5953876) (← links)
- Central limit theorems for long range dependent spatial linear processes (Q5963504) (← links)
- Fisher's g Revisited (Q6066748) (← links)
- Functional central limit theorem via nonstationary projective conditions (Q6150878) (← links)