On the invariance principle for nonstationary mixingales
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(42)- Functional central limit theorem via nonstationary projective conditions
- Convergence in ther-th mean and the Marcinkiewicz type weak law of large numbers for weighted sums ofL q-mixingale arrays
- Invariance principles for stochastic area and related stochastic integrals
- Recursive estimation of intensity function of a Poisson random field
- An \(L_ 1\)-convergence theorem for heterogeneous mixingale arrays with trending moments
- Optimal method in multiple regression with structural changes
- Invariance principles for the law of the iterated logarithm under \(G\)-framework
- An invariance principle for dependent random variables
- On linear processes with dependent innovations
- Tests of specification for parametric and semiparametric models
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
- High-resolution asymptotics for the angular bispectrum of spherical random fields
- A criterion for tightness for a class of dependent random variables
- Central limit theorem for stationary linear processes
- Block bootstrap consistency under weak assumptions
- Recursive U-quantiles
- Functional CLT for martingale-like nonstationary dependent structures
- Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process
- Nonstationary nonlinearity: a survey on Peter Phillips's contributions with a new perspective
- Convergence rates in the law of large numbers for END linear processes with random coefficients
- A nonconventional invariance principle for random fields
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models
- Local linear fitting under near epoch dependence: uniform consistency with convergence rates
- Local linear fitting under near epoch dependence
- A class of Stein-rules in multivariate regression model with structural changes
- Alternative forms of fractional Brownian motion
- External bootstrap tests for parameter stability.
- Mixing conditions, central limit theorems, and invariance principles: A survey of the literature with some new results on heteroscedastic sequences
- Estimation of vector Armax models
- The conditional central limit theorem in Hilbert spaces.
- The central limit theorem for time series regression
- Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case
- An invariance principle for dependent random variables
- Asymptotic behaviour of a class of stochastic approximation procedures
- A global stopping rule for recursive density estimators
- Necessary and sufficient conditions for the conditional central limit theorem
- Nonconventional limit theorems in averaging
- Complete convergence theorems for \(L^{p}\)-mixingales.
- A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR
- Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays
- Tensor Stein-rules in a generalized tensor regression model
- Improved estimation in tensor regression with multiple change-points
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