Pages that link to "Item:Q1236370"

The following pages link to A maximal inequality and dependent strong laws (Q1236370):

Displaying 50 items.

• Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
• Strong asymptotic arbitrage in the large fractional binary market (Q253102) (← links)
• Nonparametric estimation of structural change points in volatility models for time series (Q262749) (← links)
• \(\tau\)-estimators of regression models with structural change of unknown location (Q269228) (← links)
• Functional-coefficient models for nonstationary time series data (Q301966) (← links)
• A general asymptotic scheme for inference under order restrictions (Q449956) (← links)
• Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields (Q453773) (← links)
• A semiparametric single index model with heterogeneous impacts on an unobserved variable (Q473340) (← links)
• Functional central limit theorems for the Nelson-Aalen and Kaplan-Meier estimators for dependent stationary data (Q514118) (← links)
• Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates (Q583762) (← links)
• Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
• Split invariance principles for stationary processes (Q653310) (← links)
• Berry-Esseen theorems under weak dependence (Q726800) (← links)
• Measuring correlations of integrated but not cointegrated variables: a semiparametric approach (Q738027) (← links)
• An empirical process central limit theorem for dependent non-identically distributed random variables (Q808514) (← links)
• Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353) (← links)
• The variance of partial sums of strong near-epoch dependent variables (Q850193) (← links)
• On the ergodicity properties of some adaptive MCMC algorithms (Q862214) (← links)
• On the weak invariance principle for stationary sequences under projective criteria (Q867084) (← links)
• Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303) (← links)
• Nonparametric regression estimation for random fields in a fixed-design (Q882908) (← links)
• Analysis of rounded data from dependent sequences (Q907062) (← links)
• Recursive estimators for stationary, strong mixing processes - a representation theorem and asymptotic distributions (Q911200) (← links)
• Mean convergence theorems for weighted sums of arrays of residually \(h\)-integrable random variables concerning the weights under dependence assumptions (Q959986) (← links)
• Laws of large numbers for residual Cesàro alpha-integrable sequences under dependence assumptions (Q1007348) (← links)
• On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
• Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
• A remark on serial correlation in maximum likelihood (Q1053401) (← links)
• Tests for model specification in the presence of alternative hypotheses (Q1054112) (← links)
• Conditions for a matrix Kronecker lemma (Q1076109) (← links)
• Understanding spurious regressions in econometrics (Q1082027) (← links)
• Central limit theorems for dependent variables. II (Q1085871) (← links)
• Strong consistency and rates for recursive probability density estimators of stationary processes (Q1089711) (← links)
• ARMAX model specification testing, with an application to unemployment in the Netherlands (Q1090051) (← links)
• Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\) (Q1094062) (← links)
• Almost sure convergence of recursive density estimators for stationary mixing processes (Q1094772) (← links)
• On the law of large numbers for stationary sequences (Q1137307) (← links)
• GARCH (1,1) processes are near epoch dependent (Q1175963) (← links)
• Uniform strong estimation under \(\alpha\)-mixing, with rates (Q1199868) (← links)
• Heteroskedastic cointegration (Q1203087) (← links)
• An \(L_ 1\)-convergence theorem for heterogeneous mixingale arrays with trending moments (Q1209706) (← links)
• Dependent versions of a central limit theorem for the squared length of a sample mean (Q1347177) (← links)
• Semiparametric unit root tests based on symmetric estimators (Q1380585) (← links)
• Strong rules for detecting the number of breaks in a time series (Q1414624) (← links)
• Robust estimation of nonlinear regression with autoregressive errors. (Q1423212) (← links)
• Complete convergence theorems for \(L^{p}\)-mixingales. (Q1426996) (← links)
• Recursive local polynomial regression under dependence conditions (Q1580822) (← links)
• Near-epoch dependence in Riesz spaces (Q1659312) (← links)
• An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data (Q1676722) (← links)
• Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)