CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES
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Cites work
- ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES”
- ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
- Convergence of functionals of sums of r.v.s to local times of fractional stable motions.
- FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
- NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM
- The effect of long-range dependence on change-point estimators
- The Invariance Principle for Stationary Processes
- Weak convergence to fractional brownian motion and to the rosenblatt process
Cited in
(36)- Integrated functionals of normal and fractional processes
- Global convergence of the stochastic tâtonnement process
- On the convergence of stochastic integrals driven by processes converging on account of a homogenization property
- Exponential functionals of integrated processes
- Functional convergence of sequential \(U\)-processes with size-dependent kernels
- Divergence of an integral of a process with small ball estimate
- Glivenko-Cantelli theorems for integrated functionals of stochastic processes
- Nonlinear regressions with nonstationary time series
- Nonparametric predictive regression
- Semiparametric estimation in triangular system equations with nonstationarity
- Central limit theorems for sequences of multiple stochastic integrals
- Summability of stochastic processes -- a generalization of integration for non-linear processes
- Convergence in law of sequences of stochastic integrals relative to weighted sums of a L^2-mixing process and application to IGARCH models
- Functional-coefficient models for nonstationary time series data
- ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
- scientific article; zbMATH DE number 3883354 (Why is no real title available?)
- On convergence to stochastic integrals
- Divergence, convergence and moments of some integral functionals of diffusions
- scientific article; zbMATH DE number 4155570 (Why is no real title available?)
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- A Note on the Convergence of Integral Functionals of Diffusion Processes. An Application to Strong Convergence
- A specification test for nonlinear nonstationary models
- scientific article; zbMATH DE number 1524434 (Why is no real title available?)
- Uniform Convergence of Sub-Gaussian Integrals
- Convergence of the Lagrange-Sturm-Liouville Processes for Continuous Functions of Bounded Variation
- Nonlinear cointegrating power function regression with endogeneity
- Negative powers of integrated processes
- Adaptive estimation for varying coefficient models with nonstationary covariates
- Cumulated sum of squares statistics for nonlinear and nonstationary regressions
- Dynamic misspecification in nonparametric cointegrating regression
- WEAK CONVERGENCE OF NONLINEAR TRANSFORMATIONS OF INTEGRATED PROCESSES: THE MULTIVARIATE CASE
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