The Lindeberg-Levy Theorem for Martingales

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A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
Limit theorems for sums of heavy-tailed variables with random dependent weights
Estimation of unobserved counts from partially observed multinomial distributions
Asymptotic theory for multivariate GARCH processes.
Martingale Convergence to Infinitely Divisible Laws with Finite Variances
On central limit theorems for martingale triangular arrays
Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations
Asymptotic inference for continuous-time Markov chains
Large sample inference in retrial queues.
A converse to the log-log law for Martingales
The asymptotic behaviour of maximum likelihood estimators for stationary point processes
A test of correlation in the random coefficients of an autoregressive process
Parametric inference for diffusion processes observed at discrete points in time: a survey
Conditional maximum likelihood estimation in negative binomial INGARCH processes with known number of successes when the true parameter is at the boundary of the parameter space
Interview with Anja Sattelmacher: between viewing and touching -- models and their materiality
On the functional central limit theorem for martingales
A multivariate Markov chain stock model
First-order observation-driven integer-valued autoregressive processes
Modeling maxima with autoregressive conditional Fréchet model
ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON-LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY
An automatic portmanteau test for serial correlation
Bernstein-von Mises theorem and Bayes estimation from single server queues
Nonparametric estimation of functions in a model of competing risks from incomplete longitudinal data
Maximum quasilikelihood estimation for a simplified NEAR(1) model.
Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity
The focussed information criterion for generalised linear regression models for time series
Generalized threshold latent variable model
On asymptotically optimal tests
On geometric ergodicity of nonlinear autoregressive models
Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
Branching Markov processes and related asymptotics
Large sample inference for a multivariate linear model with autocorrelated errors
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero
Generalized spectral tests for the martingale difference hypothesis
The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes
Maximum likelihood estimation for score-driven models
Optimal adaptive sampling for a symmetric two-state continuous time Markov chain
Information ratio test for model misspecification on parametric structures in stochastic diffusion models
Random central limit theorems for martingales
Coupled Markov chain model: Characterization of membrane channel currents with multiple conductance sublevels as partially coupled elementary pores
Flexible binomial AR(1) processes using copulas
Some examples and results in the theory of mixing and random-sum central limit theorems
Comparison between criteria leading to the weak invariance principle
Integer-valued asymmetric GARCH modeling
Locally most powerful test for the random coefficient autoregressive model
Nonparametric tests for conditional symmetry in dynamic models
Central limit theorem for stationary linear processes
Modeling population dynamics: a quantile approach
Minimum distance estimators for random coefficient autoregressive models
Parameter estimation for generalized random coefficient autoregressive processes
A central limit theorem for fields of martingale differences
Asymptotics of Cholesky GARCH models and time-varying conditional betas
The likelihood function of additive learning models: sufficient conditions for strict log-concavity and uniqueness of maximum
The central limit theorem for backwards martingales
Estimation of parameters for Hilbert space-valued partially observable stochastic processes
A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models
Bivariate first-order random coefficient integer-valued autoregressive processes
Recursive solution methods for dynamic linear rational expectations models
Poisson QMLE of count time series models
A random functional central limit theorem for martingales
THE ESTIMATION OF RANDOM COEFFICIENT AUTOGRESSIVE MODELS. II
The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities
Testing for observation-dependent regime switching in mixture autoregressive models
Minimum density power divergence estimator for negative binomial integer-valued GARCH models
An exponential inequality for orthomartingale difference random fields and some applications
Quadratic transportation cost in the conditional central limit theorem for dependent sequences
On the martingale central limit theorem for strictly stationary sequences
Estimation under copula-based Markov normal mixture models for serially correlated data
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
Central limit theorems and statistical inference for finite Markov chains
Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
On quantitative bounds in the mean martingale central limit theorem
Testing the order of discrete Markov chains using surrogate data
A uniform CLT for uniformly bounded families of martingale differences
Robust estimation for general integer-valued time series models
A likelihood ratio test for stationarity of rating transitions
STRONG CONSISTENCY AND ASYMPTOTIC NORMALITY OF /1 ESTIMATES OF THE AUTOREGRESSIVE MOVING-AVERAGE MODEL
Product autoregressive models for non-negative variables
The uniform autoregressive process of the second order (UAR(2))
On a class of estimators in a multivariate RCA(1) model
Large sample inference for conditional exponential families with applications to nonlinear time series
Nonparametric regression with rescaled time series errors
On non-ergodic versions of limit theorems
Nonlinearity testing and modeling for threshold moving average models
Estimation of all parameters in the reflected Ornstein-Uhlenbeck process from discrete observations
An empirical central limit theorem in L^1 for stationary sequences
scientific article; zbMATH DE number 3418449 (Why is no real title available?)
Consistency of the maximum likelihood estimator and Bayesian estimator based on sequential sensitivity experiments
Modeling statistical dependence of Markov chains via copula models
Maximum likelihood estimation for Markov processes
SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL
Statistical inference for finite Markov chains based on divergences
Approximating martingales and the central limit theorem for strictly stationary processes
Nonlinear least squares estimation of the periodic EXPAR(1) model
Asymptotic normality of the maximum likelihood estimate in Markov processes
Efficient accounting for estimation uncertainty in coherent forecasting of count processes

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