Pages that link to "Item:Q5385851"
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The following pages link to Nonlinear system theory: Another look at dependence (Q5385851):
Displaying 50 items.
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
- Limit theorems for weighted Bernoulli random fields under Hannan's condition (Q271857) (← links)
- Recursive estimation of time-average variance constants through prewhitening (Q277265) (← links)
- A unified approach to self-normalized block sampling (Q288844) (← links)
- New recursive estimators of the time-average variance constant (Q294229) (← links)
- Convolutional autoregressive models for functional time series (Q308370) (← links)
- Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
- On convergence to stochastic integrals (Q325886) (← links)
- A nonlinear model for long-memory conditional heteroscedasticity (Q327174) (← links)
- Optimal eigen expansions and uniform bounds (Q343789) (← links)
- Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
- Asymptotics of nonparametric L-1 regression models with dependent data (Q396018) (← links)
- Recursive kernel estimation of the density under \(\eta\)-weak dependence (Q397233) (← links)
- On martingale approximation of adapted processes (Q430967) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- Covariance matrix estimation for stationary time series (Q450046) (← links)
- An empirical process central limit theorem for multidimensional dependent data (Q457103) (← links)
- Shock elasticities and impulse responses (Q475311) (← links)
- An invariance principle for fractional Brownian sheets (Q482790) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
- Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709) (← links)
- Monitoring multivariate time series (Q511999) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- Berry-Esseen bounds for kernel estimates of stationary processes (Q619800) (← links)
- Split invariance principles for stationary processes (Q653310) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- An alternative to the coupling of Berkes-Liu-Wu for strong approximations (Q722975) (← links)
- Berry-Esseen theorems under weak dependence (Q726800) (← links)
- A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
- Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
- An invariance principle for stationary random fields under Hannan's condition (Q744231) (← links)
- Moment bounds for large autocovariance matrices under dependence (Q785402) (← links)
- Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
- On maxima of periodograms of stationary processes (Q834359) (← links)
- Local linear quantile estimation for nonstationary time series (Q834360) (← links)
- Recursive estimation of time-average variance constants (Q835069) (← links)
- Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (Q867849) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- Oscillations and moduli of continuity of kernel density estimators under dependence (Q908266) (← links)
- Confidence bands in nonparametric time series regression (Q939666) (← links)
- Weakly dependent chains with infinite memory (Q952736) (← links)
- Weakly dependent functional data (Q973886) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
- Simultaneous nonparametric inference of time series (Q988010) (← links)
- Non-stationary structural model with time-varying demand elasticities (Q993828) (← links)
