Pages that link to "Item:Q5314881"
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The following pages link to WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881):
Displayed 37 items.
- Kernel estimators of mode under \(\psi\)-weak dependence (Q263257) (← links)
- On convergence to stochastic integrals (Q325886) (← links)
- Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230) (← links)
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- Higher-order properties of approximate estimators (Q524814) (← links)
- Evaluation for moments of a ratio with application to regression estimation (Q605896) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
- Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors (Q743763) (← links)
- The functional central limit theorem for a family of GARCH observations with applications (Q952866) (← links)
- Augmented GARCH sequences: Dependence structure and asymptotics (Q1002569) (← links)
- Nearest neighbor conditional estimation for Harris recurrent Markov chains (Q1036785) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Infinite-order, long-memory heterogeneous autoregressive models (Q1623535) (← links)
- Subsampling weakly dependent time series and application to extremes (Q1761535) (← links)
- Correlation bounds, mixing and \(m\)-dependence under random time-varying network distances with an application to Cox-processes (Q2040084) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Data driven smooth test of comparison for dependent sequences (Q2350057) (← links)
- Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression (Q2444664) (← links)
- \(M\)-procedures for detection of a change under weak dependence (Q2448799) (← links)
- Splines for Financial Volatility (Q2920261) (← links)
- Limit theorems for the discount sums of moving averages (Q2930896) (← links)
- Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence (Q2931572) (← links)
- Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate (Q3552858) (← links)
- REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS (Q3632405) (← links)
- LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE (Q4562555) (← links)
- Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals (Q4580022) (← links)
- FACTORISABLE MULTITASK QUANTILE REGRESSION (Q4959134) (← links)
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
- Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence (Q5012342) (← links)
- Consistent GMM Residuals-Based Tests of Functional Form (Q5080550) (← links)
- Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model (Q5146054) (← links)
- ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS (Q5187620) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
- Multivariate wavelet estimators for weakly dependent processes: strong consistency rate (Q6067492) (← links)