Pages that link to "Item:Q791979"

The following pages link to A functional central limit theorem for weakly dependent sequences of random variables (Q791979):

Displaying 50 items.

• Estimation of weak ARMA models with regime changes (Q1984643) (← links)
• Multivariate portmanteau tests for weak multiplicative seasonal VARMA models (Q2029218) (← links)
• A novel change-point approach for the detection of gas emission sources using remotely contained concentration data (Q2044250) (← links)
• Adjusted-range self-normalized confidence interval construction for censored dependent data (Q2096226) (← links)
• A score statistic for testing the presence of a stochastic trend in conditional variances (Q2127331) (← links)
• Block bootstrapping for a panel mean break test (Q2131936) (← links)
• Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
• A moment-based notion of time dependence for functional time series (Q2330725) (← links)
• The functional central limit theorem for the multivariate MS-ARMA-GARCH model (Q2345241) (← links)
• Substationarity for spatial point processes (Q2418502) (← links)
• Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos (Q2439050) (← links)
• A nonstandard empirical likelihood for time series (Q2443212) (← links)
• Variations of the solution to a stochastic heat equation (Q2460323) (← links)
• On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
• Hypothesis testing for nearly nonstationary AR(1) model with Gaussian autoregressive innovation (Q2638701) (← links)
• Unit root testing in the presence of heavy-tailed GARCH errors (Q2810358) (← links)
• On the isotonic change-point problem (Q2863059) (← links)
• Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences (Q3086360) (← links)
• A Consistent Estimator for Linear Models with Dependent Observations (Q3155394) (← links)
• A functional central limit theorem for strongly mixing sequences of random variables (Q3223621) (← links)
• A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE (Q3377447) (← links)
• MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS (Q3408521) (← links)
• Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers (Q3440749) (← links)
• Statistics of transitions for Markov chains with periodic forcing (Q3453141) (← links)
• Testing the Cointegrating Rank with Uncorrelated but Dependent Errors (Q3611808) (← links)
• Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) (← links)
• A test of normality using nonparametrlic residuals (Q4211362) (← links)
• (Q4403069) (← links)
• Asymptotics for unit root tests under Markov regime‐switching (Q4439305) (← links)
• NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000) (Q4471242) (← links)
• On the Robustness of Unit Root Tests in the Presence of Double Unit Roots (Q4677001) (← links)
• SPURIOUS REGRESSIONS BETWEEN I(<i>d</i>) PROCESSES (Q4837792) (← links)
• Likelihood ratio type unit root tests for ar(1)models with nonconsecutive observations (Q4843810) (← links)
• An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes (Q4850142) (← links)
• Approximations to some exact distributions in the rrasr orderautoregressive model with dependenterrors (Q4860428) (← links)
• (Q4889171) (← links)
• (Q4954627) (← links)
• Unsupervised Self-Normalized Change-Point Testing for Time Series (Q4962429) (← links)
• Non-Markovian State-Dependent Networks in Critical Loading (Q4981885) (← links)
• Asymptotics for semi-strong augmented GARCH(1,1) model (Q5046800) (← links)
• Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
• Testing First-Order Spherical Symmetry of Spatial Point Processes (Q5134478) (← links)
• Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure (Q5177577) (← links)
• A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (Q5226140) (← links)
• Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series (Q5237533) (← links)
• Slepian Wavelet Variances for Regularly and Irregularly Sampled Time Series (Q5261079) (← links)
• Testing stationarity and trend stationarity against the unit root hypothesis (Q5285950) (← links)
• ROBUST FORECAST COMPARISON (Q5371152) (← links)
• Nonmonotonic power for tests of a mean shift in a time series§ (Q5425736) (← links)
• Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors (Q5430508) (← links)