Pages that link to "Item:Q4819468"
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The following pages link to Limit theorems for iterated random functions (Q4819468):
Displaying 50 items.
- Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
- Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
- Conditional value-at-risk: semiparametric estimation and inference (Q311646) (← links)
- Statistical inference for nonparametric GARCH models (Q311986) (← links)
- On convergence to stochastic integrals (Q325886) (← links)
- Stationarity and ergodicity of univariate generalized autoregressive score processes (Q405328) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Empirical processes of multidimensional systems with multiple mixing properties (Q544505) (← 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)
- On weak dependence conditions: the case of discrete valued processes (Q712525) (← links)
- An alternative to the coupling of Berkes-Liu-Wu for strong approximations (Q722975) (← links)
- Berry-Esseen theorems under weak dependence (Q726800) (← links)
- New techniques for empirical processes of dependent data (Q734659) (← links)
- A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
- On the recurrence set of planar Markov random walks (Q742108) (← links)
- A white noise test under weak conditions (Q826992) (← 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)
- An empirical central limit theorem for dependent sequences (Q873610) (← links)
- Asymptotic theory for curve-crossing analysis (Q886113) (← links)
- Spectral statistics of large dimensional Spearman's rank correlation matrix and its application (Q892251) (← links)
- Oscillations and moduli of continuity of kernel density estimators under dependence (Q908266) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Strong approximation for a class of stationary processes (Q1001848) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
- Gaussian approximation for high dimensional vector under physical dependence (Q1708978) (← links)
- On the Komlós, Major and Tusnády strong approximation for some classes of random iterates (Q1743346) (← links)
- Rejoinder on: Some recent theory for autoregressive count time series (Q1936530) (← links)
- Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
- Asymptotic behavior for Markovian iterated function systems (Q2029769) (← links)
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
- Time series analysis of COVID-19 infection curve: a change-point perspective (Q2106384) (← links)
- High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
- The integrated copula spectrum (Q2112830) (← links)
- Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean (Q2131251) (← links)
- Inference for change points in high-dimensional data via selfnormalization (Q2131255) (← links)
- A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation (Q2151994) (← links)
- Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
- A note on the stability of multivariate non-linear time series with an application to time series of counts (Q2244527) (← links)
- Empirical processes of iterated maps that contract on average (Q2438488) (← links)
- Covariance and precision matrix estimation for high-dimensional time series (Q2443210) (← links)
- Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression (Q2444664) (← links)
- A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
