Pages that link to "Item:Q1356349"
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The following pages link to Central limit theorem for linear processes (Q1356349):
Displaying 18 items.
- Asymptotic Normality of LS Estimators in the Simple Linear EV Regression Model with PA Errors (Q4904687) (← links)
- Non‐parametric time‐varying coefficient panel data models with fixed effects (Q4913916) (← links)
- DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
- ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES (Q4979940) (← links)
- Estimation of the limit variance for sums under a new weak dependence condition (Q5147565) (← links)
- Dependent Lindeberg central limit theorem and some applications (Q5190280) (← links)
- On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with associated errors (Q5276177) (← links)
- An Extension of the Almost Sure Central Limit Theorem for Products of Sums Under Association (Q5299089) (← links)
- Variable selection in partially time-varying coefficient models (Q5321918) (← links)
- Asymptotic distribution with random indices for linear processes (Q5864498) (← links)
- Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences (Q5899430) (← links)
- Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences (Q5901238) (← links)
- Moment bounds and central limit theorem for functions of Gaussian vectors (Q5953869) (← links)
- Asymptotics for moving average processes with dependent innovations (Q5953876) (← links)
- Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities (Q6134375) (← links)
- Regularized nonlinear regression with dependent errors and its application to a biomechanical model (Q6496586) (← links)
- Parameter estimation for second-order SPDEs in multiple space dimensions (Q6635298) (← links)
- New copula families and mixing properties (Q6640090) (← links)
