scientific article; zbMATH DE number 4028514
From MaRDI portal
Publication:3769690
Recommendations
Cited in
(17)- Martingale difference arrays and stochastic integrals
- Test for parameter change in stochastic processes based on conditional least-squares estimator
- Central limit theorems revisited
- On kernel estimators of density for reversible Markov chains
- On the functional CLT for stationary Markov chains started at a point
- scientific article; zbMATH DE number 3911391 (Why is no real title available?)
- scientific article; zbMATH DE number 3944945 (Why is no real title available?)
- scientific article; zbMATH DE number 18211 (Why is no real title available?)
- On conditions in central limit theorems for martingale difference arrays
- Constancy test for FARIMA long memory processes
- Parameter change test for periodic integer-valued autoregressive process
- Weak convergence of semimartingales
- Central limit theorem for linear processes with infinite variance
- Quenched invariance principles for orthomartingale-like sequences
- Central limit theorem for weighted martingales with applications
- Proofs of the martingale FCLT
- Moving estimates test with time varying bandwidth
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3769690)
