Pages that link to "Item:Q5659008"
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The following pages link to Central limit theorems for time series regression (Q5659008):
Displaying 50 items.
- Limit theorems for weighted Bernoulli random fields under Hannan's condition (Q271857) (← links)
- Unit root log periodogram regression (Q277158) (← links)
- A functional CLT for fields of commuting transformations via martingale approximation (Q504002) (← links)
- Estimation of frequency by random sampling (Q584876) (← links)
- Invariance principles for linear processes with application to isotonic regression (Q637091) (← links)
- A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
- An invariance principle for stationary random fields under Hannan's condition (Q744231) (← links)
- Testing nonnested Euler conditions with quadrature-based methods of approximation (Q805126) (← links)
- Hölderian weak invariance principle under a Hannan type condition (Q898409) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- The central limit theorem for time series regression (Q1133230) (← links)
- Latent variable models for time series. A frequency domain approach with an application to the permanent income hypothesis (Q1166231) (← links)
- Stochastic approximation with dependent noise (Q1169996) (← links)
- Effects of misspecification of lag structure in certain two-variable distributed lag models (Q1192161) (← links)
- On a multivariate central limit theorem for stationary bilinear processes (Q1234121) (← links)
- Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap (Q1799812) (← links)
- A law of the iterated logarithm for an estimate of frequency (Q1819457) (← links)
- Two-step two-stage least squares estimation in models with rational expectations (Q1838019) (← links)
- An efficient two-step estimator for the dynamic adjustment model with autoregressive errors (Q1846322) (← links)
- Higher order approximations for Wald statistics in time series regressions with integrated processes. (Q1867717) (← links)
- On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields (Q2080279) (← links)
- Functional weak limit theorem for a local empirical process of non-stationary time series and its application (Q2174984) (← links)
- Self-normalized Cramér type moderate deviations for stationary sequences and applications (Q2186662) (← links)
- On the quenched central limit theorem for stationary random fields under projective criteria (Q2209326) (← links)
- On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data (Q2253824) (← links)
- Multivariate time series analysis (Q2264530) (← links)
- On the optimality of McLeish's conditions for the central limit theorem (Q2351838) (← links)
- Erratum to: ``An invariance principle for stationary random fields under Hannan's condition'' (Q2359714) (← links)
- On weak invariance principles for partial sums (Q2412501) (← links)
- Quenched central limit theorems for sums of stationary processes (Q2446719) (← links)
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
- On false discovery control under dependence (Q2477064) (← links)
- On linear processes with dependent innovations (Q2485859) (← links)
- Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs (Q2633514) (← links)
- A Berry-Esseen bound with (almost) sharp dependence conditions (Q2692529) (← links)
- LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES (Q2886971) (← links)
- TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES (Q2937715) (← links)
- REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES (Q3141188) (← links)
- A NOTE ON A CENTRAL LIMIT THEOREM FOR STATIONARY PROCESSES (Q3313026) (← links)
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (Q3317942) (← links)
- Limit theorems and inequalities via martingale methods (Q3451717) (← links)
- NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION (Q3580634) (← links)
- ASYMPTOTIC BEHAVIOUR OF DISCRETE LINEAR PROCESSES (Q3700515) (← links)
- CENTRAL LIMIT THEOREMS FOR FINITE WALSH-FOURIER TRANSFORMS OF WEAKLY STATIONARY TIME SERIES (Q3702207) (← links)
- WALSH-FOURIER ANALYSIS OF DISCRETE-VALUED TIME SERIES (Q3804046) (← links)
- A wavelet analysis for time series (Q4227977) (← links)
- ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES (Q4272767) (← links)
- (MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES (Q4299025) (← links)
- Invariance principle via orthomartingale approximation (Q4561038) (← links)
