Pages that link to "Item:Q808514"
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The following pages link to An empirical process central limit theorem for dependent non-identically distributed random variables (Q808514):
Displaying 12 items.
- A CLT for weighted time-dependent uniform empirical processes (Q473519) (← links)
- Penalized least squares estimation with weakly dependent data (Q525888) (← links)
- Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences (Q1314306) (← links)
- Weak convergence of stochastic processes indexed by smooth functions (Q1915849) (← links)
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity (Q2000861) (← links)
- Smoothed GMM for quantile models (Q2330749) (← links)
- THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I (Q2716481) (← links)
- Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate (Q3552858) (← links)
- Quasi-Likelihood Estimation of a Censored Autoregressive Model With Exogenous Variables (Q4559695) (← links)
- SPATIAL SEMIPARAMETRIC MODEL WITH ENDOGENOUS REGRESSORS (Q5741625) (← links)
- \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations (Q5939169) (← links)
- Evaluating forecast performance with state dependence (Q6090570) (← links)
