scientific article; zbMATH DE number 2042828
From MaRDI portal
Publication:4450683
Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Recommendations
- On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages
- A limit theorem for sums of bounded functionals of linear processes without finite mean
- Central limit theorems for partial sums of bounded functionals of infinite-variance moving averages
- Limit theorems for functionals of moving averages
- Central limit theorems for moving average processes
Cited in
(18)- Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence
- Limit theorems for functionals of moving averages
- Central limit theorems for partial sums of bounded functionals of infinite-variance moving averages
- On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages
- Stable limits of empirical processes of moving averages with infinite variance.
- Localized level crossing random walk test robust to the presence of structural breaks
- Central limit theorems for moving average processes
- Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation
- On linear processes with dependent innovations
- On the Bahadur representation of sample quantiles for dependent sequences
- On nonparametric prediction of linear processes
- A limit theorem for sums of bounded functionals of linear processes without finite mean
- scientific article; zbMATH DE number 124427 (Why is no real title available?)
- Limit theorems for functionals of long memory linear processes with infinite variance
- M-estimation in nonparametric regression under strong dependence and infinite variance
- Central limit theorem for linear processes with infinite variance
- Asymptotic theory for curve-crossing analysis
- \(M\)-estimation of linear models with dependent errors
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 Q4450683)
