The following pages link to Stochastic models for time series (Q1753980):
Displaying 9 items.
- Mixing properties of non-stationary INGARCH(1, 1) processes (Q2073232) (← links)
- Convergence rate bounds for iterative random functions using one-shot coupling (Q2080345) (← links)
- Exponential inequalities for nonstationary Markov chains (Q2178936) (← links)
- High-dimensional VAR with low-rank transition (Q2195856) (← links)
- Berry-Esseen bounds in the Breuer-major CLT and Gebelein's inequality (Q2316568) (← links)
- Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)
- A Dynamic Taylor’s law (Q5087010) (← links)
- Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence (Q6175626) (← links)
- Stationarity and ergodic properties for some observation-driven models in random environments (Q6180367) (← links)