Pages that link to "Item:Q1242364"

The following pages link to On the invariance principle for nonstationary mixingales (Q1242364):

Displaying 42 items.

• A nonconventional invariance principle for random fields (Q354752) (← links)
• Central limit theorem for stationary linear processes (Q850984) (← links)
• Optimal method in multiple regression with structural changes (Q888480) (← links)
• Invariance principles for the law of the iterated logarithm under \(G\)-framework (Q889816) (← links)
• Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case (Q912526) (← links)
• Invariance principles for stochastic area and related stochastic integrals (Q1056458) (← links)
• Asymptotic behaviour of a class of stochastic approximation procedures (Q1061435) (← links)
• The central limit theorem for time series regression (Q1133230) (← links)
• Estimation of vector Armax models (Q1145456) (← links)
• Recursive estimation of intensity function of a Poisson random field (Q1205453) (← links)
• An \(L_ 1\)-convergence theorem for heterogeneous mixingale arrays with trending moments (Q1209706) (← links)
• Alternative forms of fractional Brownian motion (Q1304352) (← links)
• Complete convergence theorems for \(L^{p}\)-mixingales. (Q1426996) (← links)
• Tests of specification for parametric and semiparametric models (Q1801421) (← links)
• A global stopping rule for recursive density estimators (Q1813182) (← links)
• External bootstrap tests for parameter stability. (Q1858954) (← links)
• Necessary and sufficient conditions for the conditional central limit theorem (Q1872287) (← links)
• Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process (Q1899262) (← links)
• Improved estimation in tensor regression with multiple change-points (Q2169836) (← links)
• Functional CLT for martingale-like nonstationary dependent structures (Q2325370) (← links)
• Nonconventional limit theorems in averaging (Q2438262) (← links)
• On linear processes with dependent innovations (Q2485859) (← links)
• High-resolution asymptotics for the angular bispectrum of spherical random fields (Q2493544) (← links)
• The conditional central limit theorem in Hilbert spaces. (Q2574610) (← links)
• A class of Stein-rules in multivariate regression model with structural changes (Q2791830) (← links)
• NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE (Q2878822) (← links)
• Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences (Q3086360) (← links)
• LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES (Q3168418) (← links)
• A criterion for tightness for a class of dependent random variables (Q3966855) (← links)
• Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
• Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) (← links)
• Recursive U-quantiles (Q4351756) (← links)
• BLOCK BOOTSTRAP CONSISTENCY UNDER WEAK ASSUMPTIONS (Q4554607) (← links)
• LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE (Q4562555) (← links)
• Convergence in ther-th mean and the Marcinkiewicz type weak law of large numbers for weighted sums ofL q-mixingale arrays (Q4658051) (← links)
• Convergence rates in the law of large numbers for END linear processes with random coefficients (Q5085558) (← links)
• An invariance principle for dependent random variables (Q5905104) (← links)
• An invariance principle for dependent random variables (Q5905373) (← links)
• Tensor Stein-rules in a generalized tensor regression model (Q6051066) (← links)
• A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR (Q6122159) (← links)
• Functional central limit theorem via nonstationary projective conditions (Q6150878) (← links)
• Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays (Q6157002) (← links)