Pages that link to "Item:Q4203679"

The following pages link to A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes (Q4203679):

Displaying 23 items.

• Central limit theorems and uniform laws of large numbers for arrays of random fields (Q302166) (← links)
• On spatial processes and asymptotic inference under near-epoch dependence (Q528034) (← links)
• Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
• The potential for efficiency gains in estimation from the use of additional moment restrictions (Q1194035) (← links)
• Uniform laws of large numbers and stochastic Lipschitz-continuity (Q1305641) (← links)
• On estimation and testing when explanatory variables are partly endogenous (Q1318980) (← links)
• Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure (Q1318986) (← links)
• Tests of specification for parametric and semiparametric models (Q1801421) (← links)
• A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach (Q1872324) (← links)
• Dynamic semiparametric models for expected shortfall (and value-at-risk) (Q2000869) (← links)
• Strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models (Q2499556) (← links)
• Ergodic theorems for extended real-valued random variables (Q2638352) (← links)
• TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD (Q3081462) (← links)
• SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL (Q3580631) (← links)
• Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
• Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) (← links)
• On the formulation of uniform laws of large numbers: a truncation approach (Q4763468) (← links)
• A general approach to conditional moment specification testing with projections (Q5034243) (← links)
• TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS (Q5314885) (← links)
• ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE (Q5741624) (← links)
• Asymptotics and bootstrap for random-effects panel data transformation models (Q5862489) (← links)
• Covariate Adaptive False Discovery Rate Control With Applications to Omics-Wide Multiple Testing (Q5881095) (← links)
• M-estimators for models with a mix of discrete and continuous parameters (Q6123490) (← links)