The following pages link to Stochastic Limit Theory (Q4393441):
Displaying 50 items.
- Unit Root Tests under Time-Varying Variances (Q3157845) (← links)
- Nonparametric density forecast based on time- and state-domain (Q3166694) (← links)
- PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION (Q3168875) (← links)
- Testing for a unit root in a stationary ESTAR process (Q3168911) (← links)
- Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics (Q3192389) (← links)
- Myopic loss aversion and margin of safety: the risk of value investing (Q3437406) (← links)
- Testing the Null of Co-integration in the Presence of Variance Breaks (Q3440752) (← links)
- Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
- Testing for a Unit Root in Noncausal Autoregressive Models (Q3466888) (← links)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- A bootstrap procedure for panel data sets with many cross-sectional units (Q3521281) (← links)
- Dynamic Copula-Based Markov Time Series (Q3526093) (← links)
- GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS (Q3551007) (← links)
- Stability of nonlinear AR-GARCH models (Q3552833) (← links)
- MANY INSTRUMENTS ASYMPTOTIC APPROXIMATIONS UNDER NONNORMAL ERROR DISTRIBUTIONS (Q3557553) (← links)
- TESTS FOR NONLINEAR COINTEGRATION (Q3577698) (← links)
- Robust estimation for order of hidden Markov models based on density power divergences (Q3589953) (← links)
- Transition Density and Simulated Likelihood Estimation for Time-Inhomogeneous Diffusions (Q3590017) (← links)
- Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility (Q3608199) (← links)
- Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change (Q3615086) (← links)
- GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT (Q3632394) (← links)
- THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS (Q3632401) (← links)
- ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS (Q3632419) (← links)
- REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES (Q3652620) (← links)
- TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)
- Partially adaptive estimation of nonlinear models via a normal mixture (Q4246595) (← links)
- Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results (Q4355157) (← links)
- Bounds for inference with nuisance parameters present only under the alternative (Q4416025) (← links)
- Asymptotics for unit root tests under Markov regime‐switching (Q4439305) (← links)
- A nonparametric method to estimate time varying coefficients under seasonal constraints (Q4521326) (← links)
- Consistency of kernel variance estimators for sums of semiparametric linear processes (Q4551778) (← links)
- BLOCK BOOTSTRAP CONSISTENCY UNDER WEAK ASSUMPTIONS (Q4554607) (← links)
- WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS (Q4585032) (← links)
- A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test (Q4638680) (← links)
- Some Results on Cointegration with Random Coefficients in the Error Correction Form: Estimation and Testing (Q4677022) (← links)
- Large sample properties of parameter least squares estimates for time‐varying arma models (Q4677042) (← links)
- ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS (Q4678784) (← links)
- High-Dimensional CLTs for Individual Mahalanobis Distances (Q4689248) (← links)
- LONG-RUN STRUCTURAL MODELLING (Q4817927) (← links)
- On Testing Changes in Autoregressive Parameters of a VAR Model (Q4929183) (← links)
- TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS (Q4933583) (← links)
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
- RISK MINIMIZATION FOR TIME SERIES BINARY CHOICE WITH VARIABLE SELECTION (Q4933585) (← links)
- Bootstrap entropy test for general location-scale time series models with heteroscedasticity (Q4960705) (← links)
- The Portmanteau Tests and the LM Test for ARMA Models with Uncorrelated Errors (Q4976480) (← links)
- (Q5118530) (← links)
- Bias reduction in kernel density estimation via Lipschitz condition (Q5189270) (← links)
- DYNAMIC TIME SERIES BINARY CHOICE (Q5199495) (← links)
- BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP (Q5199497) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
