Pages that link to "Item:Q1896252"
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The following pages link to Asymptotic distribution of statistics in time series (Q1896252):
Displaying 32 items.
- Bootstrap refinements for QML estimators of the GARCH(1,1) parameters (Q295411) (← links)
- Asymptotic time averages and frequency distributions (Q507681) (← links)
- Berry-Esseen theorems under weak dependence (Q726800) (← links)
- Edgeworth expansions for Studentized statistics under weak dependence (Q847642) (← links)
- Higher order asymptotic theory for time series analysis (Q1189362) (← links)
- On geometric ergodicity of nonlinear autoregressive models (Q1347199) (← links)
- Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes. (Q1427715) (← links)
- Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (Q1429318) (← links)
- Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations (Q1695656) (← links)
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
- Asymptotic expansion of Skorohod integrals (Q2279312) (← links)
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
- Edgeworth's time series model: not AR(1) but same covariance structure (Q2330757) (← links)
- On the bootstrap for Moran's \(I\) test for spatial dependence (Q2343748) (← links)
- Parametric first-order Edgeworth expansion for Markov additive functionals. Application to \(M\)-estimations (Q2346196) (← links)
- Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
- Asymptotic expansions for sums of block-variables under weak dependence (Q2642750) (← links)
- Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
- Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040) (← links)
- VALIDITY OF EDGEWORTH EXPANSIONS FOR STATISTICS OF TIME SERIES (Q3217481) (← links)
- VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES (Q3377450) (← links)
- Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes (Q3388496) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)
- Edgeworth expansions for slow–fast systems with finite time-scale separation (Q4973919) (← links)
- Stochastic Model Reduction for Slow-Fast Systems with Moderate Time Scale Separation (Q5222106) (← links)
- RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT (Q5349016) (← links)
- Malliavin calculus and martingale expansion (Q5956288) (← links)
- High order asymptotic expansion for Wiener functionals (Q6048984) (← links)
- Edgeworth expansions for volatility models (Q6136793) (← links)
- A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)
- Asymptotic expansion of the quadratic variation of fractional stochastic differential equation (Q6596203) (← links)
