Pages that link to "Item:Q3974560"

The following pages link to Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560):

Displaying 32 items.

• Gaussian mixture vector autoregression (Q75584) (← links)
• \(\tau\)-estimators of regression models with structural change of unknown location (Q269228) (← links)
• Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
• Instrumental variable estimation based on conditional median restriction (Q289158) (← links)
• Asymptotic distribution of the OLS estimator for a mixed spatial model (Q847426) (← links)
• Uniform laws of large numbers and stochastic Lipschitz-continuity (Q1305641) (← links)
• Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure (Q1318986) (← links)
• Aggregated heterogeneous dependent data and the logit model: (Q1352142) (← links)
• Complete convergence theorems for \(L^{p}\)-mixingales. (Q1426996) (← links)
• Local nonlinear least squares: using parametric information in nonparametric regression (Q1588305) (← links)
• Structural change tests for simulated method of moments. (Q1810680) (← links)
• Nonlinear minimization estimators in the presence of cointegrating relations. (Q1858971) (← links)
• The Bierens test under data dependence (Q1915460) (← links)
• A strong law of large numbers for triangular mixingale arrays (Q1916163) (← links)
• Nonparametric density estimation for nonmixing approximable stochastic processes (Q2475289) (← links)
• Testing for change points in time series models and limiting theorems for NED sequences (Q2642747) (← links)
• TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES (Q2937715) (← links)
• PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) (← links)
• ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (Q3168869) (← links)
• CENTRAL LIMIT THEOREMS FOR WEIGHTED SUMS OF LINEAR PROCESSES: <i>L_P</i> -APPROXIMABILITY VERSUS BROWNIAN MOTION (Q3181945) (← links)
• Projected polynomial autoregression for prediction of stationary time series (Q4269559) (← links)
• Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results (Q4355157) (← links)
• Convergence in ther-th mean and the Marcinkiewicz type weak law of large numbers for weighted sums ofL q-mixingale arrays (Q4658051) (← links)
• On the formulation of uniform laws of large numbers: a truncation approach (Q4763468) (← links)
• Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality (Q5074248) (← links)
• (Q5118530) (← links)
• TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
• WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
• A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION (Q5859556) (← links)
• \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations (Q5939169) (← links)
• Efficient peer effects estimators with group effects (Q6108346) (← links)
• Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures (Q6554222) (← links)