The Lindeberg-Levy Theorem for Martingales

Cited In (only showing first 100 items - show all)

Estimation of unobserved counts from partially observed multinomial distributions
Large sample inference in retrial queues.
Asymptotic inference for continuous-time Markov chains
A test of correlation in the random coefficients of an autoregressive process
The focussed information criterion for generalised linear regression models for time series
On asymptotically optimal tests
Nonparametric estimation of functions in a model of competing risks from incomplete longitudinal data
Generalized threshold latent variable model
Large sample inference for a multivariate linear model with autocorrelated errors
Maximum likelihood estimation for score-driven models
Some examples and results in the theory of mixing and random-sum central limit theorems
Integer-valued asymmetric GARCH modeling
The central limit theorem for backwards martingales
Minimum distance estimators for random coefficient autoregressive models
The likelihood function of additive learning models: sufficient conditions for strict log-concavity and uniqueness of maximum
A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models
A random functional central limit theorem for martingales
Recursive solution methods for dynamic linear rational expectations models
Minimum density power divergence estimator for negative binomial integer-valued GARCH models
Central limit theorems and statistical inference for finite Markov chains
On quantitative bounds in the mean martingale central limit theorem
Testing the order of discrete Markov chains using surrogate data
On non-ergodic versions of limit theorems
The uniform autoregressive process of the second order (UAR(2))
Nonparametric regression with rescaled time series errors
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Large sample inference for conditional exponential families with applications to nonlinear time series
Consistency of the maximum likelihood estimator and Bayesian estimator based on sequential sensitivity experiments
Nonlinear least squares estimation of the periodic EXPAR(1) model
Maximum likelihood estimation for Markov processes
Statistical inference for finite Markov chains based on divergences
Asymptotic normality of the maximum likelihood estimate in Markov processes
Limit theorems and inequalities via martingale methods
A score type test for general autoregressive models in time series
Conditional asymmetry in power ARCH\((\infty)\) models
The estimation of multivariate random coefficient autoregressive models
Goodness-of-fit tests for vector autoregressive models in time series
Parametric inference for discretely observed subordinate diffusions
The price leadership share: a new measure of price discovery in financial markets
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Variance estimation in the central limit theorem for Markov chains
Modeling economic time series by forward and backward state space innovation models and IV estimators
Tercentennial anniversary of Bernoulli's law of large numbers
Parameter estimation for point processes with partial observations: A filtering approach
On model order estimation for partially observed Markov chains
Statistical inference for G/M/1 queueing system
Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces
Data-driven smooth tests for the martingale difference hypothesis
Annealed and quenched limit theorems for random expanding dynamical systems
Estimating malaria incidence and recovery rates from panel surveys
Note on minimum contrast estimates for Markov processes
The estimation of frequency in the multichannel sinusoidal model
Robust estimation for zero-inflated poisson autoregressive models based on density power divergence
QML inference for volatility models with covariates
On limit theorems for fields of martingale differences
Limit theorems for sums of heavy-tailed variables with random dependent weights
Asymptotic theory for multivariate GARCH processes.
A multivariate Markov chain stock model
On the functional central limit theorem for martingales
The asymptotic behaviour of maximum likelihood estimators for stationary point processes
First-order observation-driven integer-valued autoregressive processes
ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON-LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY
An automatic portmanteau test for serial correlation
Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity
On geometric ergodicity of nonlinear autoregressive models
Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero
Branching Markov processes and related asymptotics
Random central limit theorems for martingales
The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
Generalized spectral tests for the martingale difference hypothesis
Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes
Information ratio test for model misspecification on parametric structures in stochastic diffusion models
Coupled Markov chain model: Characterization of membrane channel currents with multiple conductance sublevels as partially coupled elementary pores
Comparison between criteria leading to the weak invariance principle
A central limit theorem for fields of martingale differences
Nonparametric tests for conditional symmetry in dynamic models
Central limit theorem for stationary linear processes
Parameter estimation for generalized random coefficient autoregressive processes
THE ESTIMATION OF RANDOM COEFFICIENT AUTOGRESSIVE MODELS. II
Poisson QMLE of count time series models
Estimation of parameters for Hilbert space-valued partially observable stochastic processes
Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes
Categorical time series models for contingency tables
A two-stage realized volatility approach to estimation of diffusion processes with discrete data
Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
A uniform CLT for uniformly bounded families of martingale differences
STRONG CONSISTENCY AND ASYMPTOTIC NORMALITY OF /1 ESTIMATES OF THE AUTOREGRESSIVE MOVING-AVERAGE MODEL
A likelihood ratio test for stationarity of rating transitions
Product autoregressive models for non-negative variables
An empirical central limit theorem in L\(^1\) for stationary sequences
Modeling statistical dependence of Markov chains via copula models
SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL
Approximating martingales and the central limit theorem for strictly stationary processes
Asymptotically best response-adaptive randomization procedures
Limit theorems for von Mises statistics of a measure preserving transformation
The split-BREAK model
Minimum density power divergence estimator for GARCH models
First-order random coefficient integer-valued autoregressive processes
The weak convergence of the likelihood ratio random fields for Markov observations
ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS

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