Pages that link to "Item:Q1858916"

The following pages link to Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes. (Q1858916):

Displaying 41 items.

• Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
• Generating schemes for long memory processes: regimes, aggregation and linearity (Q265026) (← links)
• On the selection of forecasting models (Q274892) (← links)
• Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453) (← links)
• Monitoring disruptions in financial markets (Q291846) (← links)
• Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230) (← links)
• Multi-scale tests for serial correlation (Q473345) (← links)
• The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model (Q485701) (← links)
• The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations (Q547338) (← links)
• The functional central limit theorem for linear processes with strong near-epoch dependent innovations (Q624594) (← links)
• The variance of partial sums of strong near-epoch dependent variables (Q850193) (← links)
• The functional central limit theorem for a family of GARCH observations with applications (Q952866) (← links)
• Augmented GARCH sequences: Dependence structure and asymptotics (Q1002569) (← links)
• Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
• Bounded integrated processes and unit root tests (Q1766955) (← links)
• Stationarity and functional central limit theorem for ARCH(\(\infty\)) models (Q1787244) (← links)
• A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
• Nonparametric tests for unit roots and cointegration. (Q1867726) (← links)
• Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
• Block bootstrapping for a panel mean break test (Q2131936) (← links)
• Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
• The functional central limit theorem for the multivariate MS-ARMA-GARCH model (Q2345241) (← links)
• The functional central limit theorem for ARMA-GARCH processes (Q2453043) (← links)
• Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
• Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
• THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I (Q2716481) (← links)
• LIMITED TIME SERIES WITH A UNIT ROOT (Q3375345) (← links)
• ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS (Q3440787) (← links)
• THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES (Q3632393) (← links)
• Consistency of kernel variance estimators for sums of semiparametric linear processes (Q4551778) (← links)
• A Randomized Sequential Procedure to Determine the Number of Factors (Q4559712) (← links)
• WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS (Q4585032) (← links)
• Asymptotics for semi-strong augmented GARCH(1,1) model (Q5046800) (← links)
• Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models (Q5467624) (← links)
• Random Walks with Drift – A Sequential Approach (Q5487369) (← links)
• NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
• Semiparametric Sieve-Type Generalized Least Squares Inference (Q5863643) (← links)
• Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966192) (← links)
• The functional central limit theorem for Markov-switching GARCH model (Q6555120) (← links)
• Multifrequency-Band Tests for White Noise Under Heteroscedasticity (Q6620903) (← links)
• Using Triples to Assess Symmetry Under Weak Dependence (Q6620974) (← links)