Pages that link to "Item:Q4819468"
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The following pages link to Limit theorems for iterated random functions (Q4819468):
Displayed 42 items.
- Stationarity and ergodicity of univariate generalized autoregressive score processes (Q405328) (← links)
- Empirical processes of multidimensional systems with multiple mixing properties (Q544505) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- Berry-Esseen bounds for kernel estimates of stationary processes (Q619800) (← links)
- Split invariance principles for stationary processes (Q653310) (← links)
- On weak dependence conditions: the case of discrete valued processes (Q712525) (← links)
- New techniques for empirical processes of dependent data (Q734659) (← links)
- On the recurrence set of planar Markov random walks (Q742108) (← links)
- On maxima of periodograms of stationary processes (Q834359) (← links)
- Local linear quantile estimation for nonstationary time series (Q834360) (← links)
- Recursive estimation of time-average variance constants (Q835069) (← links)
- Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (Q867849) (← links)
- An empirical central limit theorem for dependent sequences (Q873610) (← links)
- Asymptotic theory for curve-crossing analysis (Q886113) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Strong approximation for a class of stationary processes (Q1001848) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Rejoinder on: Some recent theory for autoregressive count time series (Q1936530) (← links)
- Empirical processes of iterated maps that contract on average (Q2438488) (← links)
- Covariance and precision matrix estimation for high-dimensional time series (Q2443210) (← links)
- Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression (Q2444664) (← links)
- A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
- Komlós-Major-Tusnády approximation under dependence (Q2447341) (← links)
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
- Strong invariance principles for dependent random variables (Q2460327) (← links)
- On the Bahadur representation of sample quantiles for dependent sequences (Q2583423) (← links)
- A FUNCTIONAL VERSION OF THE ARCH MODEL (Q2847583) (← links)
- LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES (Q2886971) (← links)
- A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS (Q2886972) (← links)
- A survey of average contractive iterated function systems (Q2902287) (← links)
- SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (Q2909249) (← links)
- ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA (Q2937716) (← links)
- Generalised kernel smoothing for non-negative stationary ergodic processes (Q3068116) (← links)
- Postmodel selection estimators of variance function for nonlinear autoregression (Q3077675) (← links)
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
- A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications (Q3420024) (← links)
- Application of interval iterations to the entrainment problem in respiratory physiology (Q3579050) (← links)
- NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
- Nonlinear system theory: Another look at dependence (Q5385851) (← links)
- Comments on: Some recent theory for autoregressive count time series (Q5970627) (← links)