Pages that link to "Item:Q1819826"
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The following pages link to The mixing property of bilinear and generalised random coefficient autoregressive models (Q1819826):
Displayed 42 items.
- Estimating linear representations of nonlinear processes (Q111924) (← links)
- Recursive kernel density estimators under a weak dependence condition (Q756326) (← links)
- HAC estimation and strong linearity testing in weak ARMA models (Q860337) (← links)
- Kernel density estimation on random fields (Q921787) (← links)
- Strong approximation for a class of stationary processes (Q1001848) (← links)
- Fixed design regression for time series: Asymptotic normality (Q1185836) (← links)
- Kernel estimation of the survival function and hazard rate under weak dependence (Q1262045) (← links)
- Rank statistics for serial dependence (Q1262061) (← links)
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
- Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes. (Q1299546) (← links)
- On residual sums of squares in non-parametric autoregression (Q1313134) (← links)
- Density estimation for time series by histograms (Q1330219) (← links)
- Order statistics for nonstationary time series (Q1335371) (← links)
- Minimum distance estimation for random coefficient autoregressive models (Q1365166) (← links)
- Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series (Q1378763) (← links)
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742) (← links)
- A stochastic model for evolution of sociality in insects. (Q1427682) (← links)
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
- Minimum distance regression-type estimates with rates under weak dependence (Q1817395) (← links)
- Covariance matrix estimation for estimators of mixing weak ARMA models (Q1970859) (← links)
- Local linear spatial regression (Q2388333) (← links)
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
- Spline-backfitted kernel smoothing of nonlinear additive autoregression model (Q2473072) (← links)
- Pension Funding with Moving Average Rates of Return (Q2739850) (← links)
- DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR THE BILINEAR TIME SERIES MODEL BL(p, 0, p, 1) (Q3200426) (← links)
- MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS (Q3408521) (← links)
- Joint asymptotic normality of kernel estimates under dependence conditions, with application to hazard rate (Q3432320) (← links)
- DIFFERENT REPRESENTATIONS FOR BILINEAR MODELS (Q3799522) (← links)
- Root-n-consistent estimation of partially linear time series models (Q3836400) (← links)
- On goodness-of-fit tests for weakly dependent processes using kernel method (Q3836406) (← links)
- On multivariate variable-kernel density estimates for time series (Q3993626) (← links)
- FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS (Q4025280) (← links)
- Asymptotics of minimum distance estimator in linear regression models under strong mixing (Q4214005) (← links)
- Kernel density estimation for random fields: The<i>L</i><sub>1</sub>Theory (Q4345893) (← links)
- Nuisance parameter free properties of correlation integral based statistics (Q4355134) (← links)
- Geometric ergodicity of nonlinear autoregressive models with changing conditional variances (Q4527902) (← links)
- GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS (Q4540727) (← links)
- Estimation du comportement asymptotique des autocovariances et autocorrelations empiriques de processus multivariéeas (Q4944642) (← links)
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
- A simple integer-valued bilinear time series model (Q5480013) (← links)
- Kernel density estimation for linear processes (Q5905553) (← links)
- Fixed-design regression for linear time series (Q5916402) (← links)