A functional central limit theorem for weakly dependent sequences of random variables

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Trends and random walks in macroeconomic time series
A moment-based notion of time dependence for functional time series
Restoring monotone power in the CUSUM test
Invariance principles under weak dependence
A general asymptotic scheme for inference under order restrictions
Testing the Cointegrating Rank with Uncorrelated but Dependent Errors
A class of stochastic unit-root bilinear processes: mixing properties and unit-root test
Testing for unit root processes in random coefficient autoregressive models
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends
Asymptotics for semi-strong augmented GARCH(1,1) model
scientific article; zbMATH DE number 3434818 (Why is no real title available?)
The Central Limit Theorem for Some Weakly Dependent Sequences
Tests of specification for parametric and semiparametric models
Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms
A unified approach to self-normalized block sampling
A random CLT for dependent random variables
Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
Rank test for heteroscedastic functional data
Hypothesis testing for nearly nonstationary AR(1) model with Gaussian autoregressive innovation
The sample autocorrelation function of \(I(1)\) processes
Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.
Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers
Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes
Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes
Weak convergence of multivariate fractional processes
Fréchet differentiability in statistical inference for time series
Variations of the solution to a stochastic heat equation
Nonparametric tests for unit roots and cointegration.
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
scientific article; zbMATH DE number 915663 (Why is no real title available?)
Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000)
How the instability of ranks under long memory affects large-sample inference
Basic structure of the asymptotic theory in dynamic nonlinear econometric models
Semi-strong linearity testing in linear models with dependent but uncorrelated errors
scientific article; zbMATH DE number 1995546 (Why is no real title available?)
\(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction
SPURIOUS REGRESSIONS BETWEEN I(d) PROCESSES
Rates of convergence for classes of functions: The non-i.i.d. case
A nonstandard empirical likelihood for time series
Nonparametric regression estimation in models with weak error's structure
Understanding spurious regressions in econometrics
Asymptotic behavior of optimal weighting in generalized self-normalization for time series
A functional central limit theorem for strongly mixing sequences of random variables
Heteroskedastic cointegration
Alternative forms of fractional Brownian motion
Nonmonotonic power for tests of a mean shift in a time series§
Deciding between I(1) and I(0)
Testing stationarity and trend stationarity against the unit root hypothesis
Common nonstationary components of asset prices
An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors
MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS
Asymptotics for unit root tests under Markov regime‐switching
Residual-based tests for cointegration in models with regime shifts
Estimating structural VARMA models with uncorrelated but non-independent error terms
Multivariate portmanteau tests for weak multiplicative seasonal VARMA models
Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples
A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE
Heteroscedasticity in non-stationary time series, some Monte Carlo evidence
A Consistent Estimator for Linear Models with Dependent Observations
Invariance principles under a two-part mixing assumption
A multiple variance ratio test using subsampling
Local asymptotic distribution related to the AR(1) model with dependent errors
The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors
Central limit theory for the number of seeds in a growth model in \(\mathbb{R}^ d\) with inhomogeneous Poisson arrivals
Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure
Robust forecast comparison
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
A functional limit theorem for \(\eta \)-weakly dependent processes and its applications
A self-normalized semi-parametric test to detect changes in the long memory parameter
Adjusted-range self-normalized confidence interval construction for censored dependent data
scientific article; zbMATH DE number 1457237 (Why is no real title available?)
A test of normality using nonparametrlic residuals
Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms
A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests
Unit root testing in the presence of heavy-tailed GARCH errors
A novel change-point approach for the detection of gas emission sources using remotely contained concentration data
Semiparametric unit root tests based on symmetric estimators
Regression Kink With an Unknown Threshold
Estimating weak periodic vector autoregressive time series
Diagnostic checking of periodic vector autoregressive time series models with dependent errors
Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms
Regression with integrated regressors
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots
Non-Markovian state-dependent networks in critical loading
Testing first-order spherical symmetry of spatial point processes
The functional central limit theorem for the multivariate MS-ARMA-GARCH model
On functional limits of short- and long-memory linear processes with GARCH(1,1) noises
Bounded integrated processes and unit root tests
A likelihood ratio type test for invertibility in moving average processes
Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes
Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels
Estimation of weak ARMA models with regime changes
Substationarity for spatial point processes
NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS
The lower regression function and testing expectation dependence dominance hypotheses
Statistics of transitions for Markov chains with periodic forcing
Alternative Tests for Parameter Stability

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