Pages that link to "Item:Q1872520"
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The following pages link to Weak convergence of some classes of martingales with jumps. (Q1872520):
Displaying 13 items.
- Nonparametric tests for conditional symmetry in dynamic models (Q289176) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- A Donsker-type theorem for log-likelihood processes (Q785398) (← links)
- Nonparametric estimation and testing time-homogeneity for processes with independent incre\-ments (Q927925) (← links)
- Weak convergence of non-stationary multivariate marked processes with applications to martingale testing (Q996976) (← links)
- Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series (Q1043751) (← links)
- Some problems in nonparametric inference for the stress release process related to the local time (Q1926010) (← links)
- Empirical process theory for nonsmooth functions under functional dependence (Q2154954) (← links)
- On the paper ``Weak convergence of some classes of martingales with jumps'' (Q2370101) (← links)
- New goodness-of-fit diagnostics for conditional discrete response models (Q2398981) (← links)
- Goodness-of-fit test for a nonlinear time series (Q3077669) (← links)
- LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY (Q5024501) (← links)
- Nonparametric Estimation for a Class of Piecewise-Deterministic Markov Processes (Q5407018) (← links)
