Pages that link to "Item:Q2716482"
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The following pages link to THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II (Q2716482):
Displayed 46 items.
- A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
- A uniform law for convergence to the local times of linear fractional stable motions (Q259566) (← links)
- Residual log-periodogram inference for long-run relationships (Q269403) (← links)
- Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262) (← links)
- On convergence to stochastic integrals (Q325886) (← links)
- Convergence in law to operator fractional Brownian motions (Q376266) (← links)
- Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230) (← links)
- The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations (Q547338) (← links)
- Integral representations and properties of operator fractional Brownian motions (Q637087) (← links)
- Detecting changes from short to long memory (Q657089) (← links)
- The variance of partial sums of strong near-epoch dependent variables (Q850193) (← links)
- Stochastic integral convergence: a white noise calculus approach (Q887252) (← links)
- Type I and type II fractional Brownian motions: a reconsideration (Q961404) (← links)
- Covariance function of vector self-similar processes (Q1038436) (← links)
- Operator fractional Brownian motion and martingale differences (Q1724977) (← links)
- Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
- Long memory versus structural breaks: an overview (Q1762969) (← links)
- Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes. (Q1858916) (← links)
- A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
- Convergence in law to operator fractional Brownian motion of Riemann-Liouville type (Q1944851) (← links)
- Limit theorems in the context of multivariate long-range dependence (Q2196372) (← links)
- Long memory, fractional integration, and cross-sectional aggregation (Q2397718) (← links)
- Limit theorems for functionals of Gaussian vectors (Q2405967) (← links)
- Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
- Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (Q2512527) (← links)
- A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM (Q2890708) (← links)
- Weak convergence to a modified fractional Brownian motion (Q2931598) (← links)
- (Q2971501) (← links)
- WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS (Q2981820) (← links)
- Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
- Asymptotic inference results for multivariate long‐memory processes (Q3156191) (← links)
- Fractional cointegration in the presence of linear trends (Q3552866) (← links)
- ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION (Q3632378) (← links)
- A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC (Q3652618) (← links)
- REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES (Q3652620) (← links)
- ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS (Q4449532) (← links)
- Consistency of kernel variance estimators for sums of semiparametric linear processes (Q4551778) (← links)
- ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570) (← links)
- Gaussian Semi‐parametric Estimation of Fractional Cointegration (Q4828159) (← links)
- DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
- Spurious regression between long memory series due to mis-specified structural breaks (Q5084732) (← links)
- MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS (Q5213446) (← links)
- Fractional Invariance Principle (Q5467613) (← links)
- A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS (Q5696356) (← links)
- Wavelet energy ratio unit root tests (Q5860909) (← links)
- Loss function-based change point detection in risk measures (Q6113344) (← links)