Pages that link to "Item:Q2716481"

The following pages link to The functional central limit theorem and weak convergence to stochastic integrals. I: Weakly dependent processes (Q2716481):

Displaying 37 items.

• Generating schemes for long memory processes: regimes, aggregation and linearity (Q265026) (← links)
• A robust version of the KPSS test based on indicators (Q276913) (← links)
• Robust estimation for structural spurious regressions and a Hausman-type cointegration test (Q290961) (← links)
• Monitoring disruptions in financial markets (Q291846) (← links)
• On convergence to stochastic integrals (Q325886) (← links)
• Weak convergence in the near unit root setting (Q385116) (← links)
• Property taxes and home prices: a tale of two cities (Q469563) (← links)
• The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations (Q547338) (← links)
• Estimates for norms of discrete stochastic integrals (Q610580) (← links)
• The functional central limit theorem for linear processes with strong near-epoch dependent innovations (Q624594) (← links)
• Measuring correlations of integrated but not cointegrated variables: a semiparametric approach (Q738027) (← links)
• The variance of partial sums of strong near-epoch dependent variables (Q850193) (← links)
• On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
• Long memory versus structural breaks: an overview (Q1762969) (← links)
• Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes. (Q1858916) (← links)
• Martingale decomposition and approximations for nonlinearly dependent processes (Q2322644) (← links)
• Nested forecast model comparisons: a new approach to testing equal accuracy (Q2346024) (← links)
• Tests for cointegration with structural breaks based on subsamples (Q2445705) (← links)
• Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
• Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (Q2512527) (← links)
• The functional central limit theorem and weak convergence to stochastic integrals. II: Fractionally integrated processes (Q2716482) (← links)
• A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series (Q2826009) (← links)
• A necessary moment condition for the fractional functional central limit theorem (Q2890708) (← links)
• WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS (Q2981820) (← links)
• Asymptotic inference results for multivariate long‐memory processes (Q3156191) (← links)
• CENTRAL LIMIT THEOREMS FOR WEIGHTED SUMS OF LINEAR PROCESSES: <i>L_P</i> -APPROXIMABILITY VERSUS BROWNIAN MOTION (Q3181945) (← links)
• UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES (Q3377434) (← links)
• Fractional cointegration in the presence of linear trends (Q3552866) (← links)
• REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES (Q3652620) (← links)
• Consistency of kernel variance estimators for sums of semiparametric linear processes (Q4551778) (← links)
• BLOCK BOOTSTRAP CONSISTENCY UNDER WEAK ASSUMPTIONS (Q4554607) (← links)
• An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes (Q4850142) (← links)
• M-Procedures for Detection of Changes for Dependent Observations (Q4905901) (← links)
• Ratio detection for mean change in <i>α</i> mixing observations (Q5078369) (← links)
• HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
• Parameter estimation and inference with spatial lags and cointegration (Q5860949) (← links)
• The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic (Q6620941) (← links)