WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
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Cites work
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Cited in
(43)- Augmented GARCH sequences: Dependence structure and asymptotics
- Nearest neighbor conditional estimation for Harris recurrent Markov chains
- Break detection in the covariance structure of multivariate time series models
- Efficient estimation of copula-based semiparametric Markov models
- Infinite-order, long-memory heterogeneous autoregressive models
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- Splines for financial volatility
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- Weak dependence for infinite ARCH-type bilinear models
- Evaluation for moments of a ratio with application to regression estimation
- Multivariate wavelet estimators for weakly dependent processes: strong consistency rate
- Extremal memory of stochastic volatility with an application to tail shape inference
- Approximately mixing time series
- On weak dependence conditions: the case of discrete valued processes
- Estimation of dynamic models with nonparametric simulated maximum likelihood
- Semiparametric estimation for partially linear models with -weak dependent errors
- Weak dependence, models and some applications
- Weak monotone regression and weak regression dependence
- The functional central limit theorem for a family of GARCH observations with applications
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