Asymptotic theory for stationary processes

From MaRDI portal
Publication:647180

DOI10.4310/SII.2011.v4.n2.a15OpenAlexW2145490891MaRDI QIDQ647180

Wei-Biao Wu

Publication date: 1 December 2011

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2011.v4.n2.a15



Related Items

Limit theorems for weighted Bernoulli random fields under Hannan's condition, Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean, A unified approach to self-normalized block sampling, Self-normalized Cramér-type moderate deviations under dependence, Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs, Optimal difference-based variance estimators in time series: a general framework, Invariance principles for self-similar set-indexed random fields, Robust Two-Step Wavelet-Based Inference for Time Series Models, Mean stationarity test in time series: a signal variance-based approach, ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES, Efficient nonparametric estimation of generalised autocovariances, Asymptotic spectral theory for spatial data, Structural inference in sparse high-dimensional vector autoregressions, Gaussian approximation for high dimensional vector under physical dependence, Covariance and precision matrix estimation for high-dimensional time series, Unnamed Item, Hypothesis testing for high-dimensional time series via self-normalization, Komlós-Major-Tusnády approximation under dependence, Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff, An invariance principle for fractional Brownian sheets, Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes, Towards a general theory for nonlinear locally stationary processes, Variable screening for high dimensional time series, Monitoring multivariate time series, Unnamed Item, On weak dependence conditions: the case of discrete valued processes, A Note on the Behaviour of Nonparametric Density and Spectral Density Estimators at Zero Points of their Support, Multivariate count autoregression, Time series modeling on dynamic networks, Sieve inference on possibly misspecified semi-nonparametric time series models, Performance bounds for parameter estimates of high-dimensional linear models with correlated errors, Bootstrap based inference for sparse high-dimensional time series models, Boosting high dimensional predictive regressions with time varying parameters, High-dimensional linear models: a random matrix perspective, Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes, Empirical process theory for locally stationary processes, Comments on: Some recent theory for autoregressive count time series, Simultaneous inference for autocovariances based on autoregressive sieve bootstrap