Pages that link to "Item:Q5730531"
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The following pages link to Some Limit Theorems for Stationary Processes (Q5730531):
Displaying 50 items.
- Bootstrapping INAR models (Q61791) (← links)
- Estimating linear representations of nonlinear processes (Q111924) (← links)
- Interval estimation for the Sharpe ratio when returns are not i.i.d. with special emphasis on the GARCH(1,1) process with symmetric innovations (Q257461) (← links)
- Multivariate generalized linear-statistics of short range dependent data (Q259201) (← links)
- Complete moment convergence for moving average process generated by \(\rho^{-}\)-mixing random variables (Q260237) (← links)
- \(\tau\)-estimators of regression models with structural change of unknown location (Q269228) (← links)
- Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes (Q273793) (← links)
- Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231) (← links)
- A central limit theorem for endogenous locations and complex spatial interactions (Q280279) (← links)
- Variance of partial sums of stationary sequences (Q378818) (← links)
- Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793) (← links)
- Model selection for weakly dependent time series forecasting (Q442082) (← links)
- On complete convergence of moving average process for AANA sequence (Q444302) (← links)
- Detecting changes in functional linear models (Q444989) (← links)
- Strong mixing properties of max-infinitely divisible random fields (Q454868) (← links)
- A semiparametric single index model with heterogeneous impacts on an unobserved variable (Q473340) (← links)
- Multi-scale tests for serial correlation (Q473345) (← links)
- On strong causal binomial approximation for stochastic processes (Q478653) (← links)
- The Davis-Gut law for moving average processes (Q491682) (← links)
- A Poisson INAR(1) model with serially dependent innovations (Q496093) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data (Q515139) (← links)
- On spatial processes and asymptotic inference under near-epoch dependence (Q528034) (← links)
- Precise asymptotics in the law of iterated logarithm for moving average process under dependence (Q535509) (← links)
- Bahadur representation for \(U\)-quantiles of dependent data (Q538185) (← links)
- The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations (Q547338) (← links)
- The functional central limit theorem for linear processes with strong near-epoch dependent innovations (Q624594) (← links)
- Invariance principles for linear processes with application to isotonic regression (Q637091) (← links)
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- A central limit theorem for linear random fields (Q643231) (← links)
- Some estimates of the normal approximation for \(\varphi \)-mixing random variables (Q647161) (← links)
- Split invariance principles for stationary processes (Q653310) (← links)
- Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- A large deviation inequality for \(\beta\)-mixing time series and its applications to the functional kernel regression model (Q680473) (← links)
- Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence (Q707051) (← links)
- Complete convergence for moving average process of martingale differences (Q714205) (← links)
- An empirical central limit theorem in L\(^1\) for stationary sequences (Q734650) (← links)
- Nonparametric spatial regression under near-epoch dependence (Q738148) (← links)
- Complete \(q\)-order moment convergence of moving average processes under \(\varphi \)-mixing assumptions. (Q742901) (← links)
- On the rates of convergence in weak limit theorems for geometric random sums of the strictly stationary sequence of \(m\)-dependent random variables (Q779820) (← links)
- Averaging dynamics driven by fractional Brownian motion (Q782404) (← links)
- A new look at Bergström's theorem on convergence in distribution for sums of dependent random variables (Q791980) (← links)
- Gaussian approximation of mixing random fields (Q797219) (← links)
- A functional central limit theorem for \(\rho\) -mixing sequences (Q799020) (← links)
- An empirical process central limit theorem for dependent non-identically distributed random variables (Q808514) (← links)
- On the rate of convergence in the global central limit theorem for random sums of uniformly strong mixing random variables (Q829823) (← links)
- Bernoulli coding map and almost sure invariance principle for endomorphisms of \(\mathbb P^k\) (Q846738) (← links)
- The variance of partial sums of strong near-epoch dependent variables (Q850193) (← links)
- Central limit theorem for stationary linear processes (Q850984) (← links)
