The following pages link to Stochastic Limit Theory (Q4393441):
Displaying 50 items.
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
- Regression discontinuity designs, white noise models, and minimax (Q2227061) (← links)
- Infinitely stochastic micro reserving (Q2234749) (← links)
- Diversification benefits in the cryptocurrency market under mild explosivity (Q2239881) (← links)
- Simultaneous confidence bands for functional data using the Gaussian kinematic formula (Q2242877) (← links)
- Asymptotic properties of conditional least-squares estimators for array time series (Q2243553) (← links)
- Nonparametric M-estimation for functional stationary ergodic data (Q2274173) (← links)
- A likelihood ratio test for spatial model selection (Q2280579) (← links)
- A new consistency proof for HAC variance estimators (Q2292789) (← links)
- Clustering time series by linear dependency (Q2329790) (← links)
- Unit root tests for cross-sectionally dependent panels: the influence of observed factors (Q2344381) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle (Q2359707) (← links)
- Inferences in panel data with interactive effects using large covariance matrices (Q2398975) (← links)
- Spurious regression due to neglected of non-stationary volatility (Q2403404) (← links)
- Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models (Q2435241) (← links)
- Depth-averaged modelling of turbulent shallow water flow with wet-dry fronts (Q2465590) (← links)
- Modeling statistical dependence of Markov chains via copula models (Q2474394) (← links)
- Leave-one-out cross-validation is risk consistent for Lasso (Q2512895) (← links)
- Conditional least squares and copulae in claims reserving for a single line of business (Q2513453) (← links)
- Semiparametric tests of conditional moment restrictions under weak or partial identification (Q2628858) (← links)
- Testing serial independence with functional data (Q2666064) (← links)
- Quasi score-driven models (Q2697985) (← links)
- A new test for checking the equality of the correlation structures of two time series (Q2802913) (← links)
- Optimal semiparametric inference for the tail index based on ratios of the largest extremes (Q2810364) (← links)
- Parametric and semi-parametric efficient tests for parameter instability (Q2815046) (← links)
- Tests for linearity in star models: SupWald and LM-type tests (Q2817313) (← links)
- Monitoring Changes in RCA Models (Q2833367) (← links)
- Weak convergence and its application (Q2838246) (← links)
- On the autopersistence functions and the autopersistence graphs of binary autoregressive time series (Q2851989) (← links)
- Testing for co-integration and nonlinear adjustment in a smooth transition error correction model (Q2851990) (← links)
- Testing for parameter constancy in non-Gaussian time series (Q2852478) (← links)
- On Asymptotic Normality of the Local Polynomial Regression Estimator with Stochastic Bandwidths (Q2884904) (← links)
- Testing for a change in correlation at an unknown point in time using an extended functional delta method (Q2890704) (← links)
- Estimation and inference of the vector autoregressive process under heteroscedasticity (Q2890716) (← links)
- Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models (Q2980079) (← links)
- COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
- Weak and strong cross‐section dependence and estimation of large panels (Q3018486) (← links)
- Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
- Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences (Q3086360) (← links)
- Thick Pen Transformation for Time Series (Q3100683) (← links)
- TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
- THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS (Q3100981) (← links)
- Cointegrating regressions with messy regressors and an application to mixed-frequency series (Q3103181) (← links)
- Nonparametric estimation for dependent data (Q3106417) (← links)
- PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) (← links)
- Predicting Panel Data Binary Choice with the Gibbs Posterior (Q3116948) (← links)
- (Q3143802) (← links)
- (Q3143804) (← links)
- Linearity tests and stationarity (Q3156186) (← links)
