Pages that link to "Item:Q3757095"

The following pages link to SUR UN MODÉLE AUTORÉGRESSIF NON LINÉAIRE, ERGODICITÉ ET ERGODICITÉ GÉOMÉTRIQUE (Q3757095):

Displaying 32 items.

• A consistent bootstrap test for conditional density functions with time-series data (Q275271) (← links)
• On \(\mathbb L_2\)-structure of bilinear models on \(\mathbb Z^d\) (Q424766) (← links)
• Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models (Q908623) (← links)
• Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes) (Q918565) (← links)
• Mixing properties of ARMA processes (Q1104632) (← links)
• Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes (Q1181408) (← links)
• On the ergodicity of \(TAR(1)\) processes (Q1182687) (← links)
• Weak convergence for rectangle-indexed weighted multivariate empirical \(U\)-statistic processes under mixing conditions (Q1269080) (← links)
• A consistent nonparametric test for serial independence (Q1298443) (← links)
• Nonparametric vector autoregression (Q1299541) (← links)
• Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes. (Q1299546) (← links)
• Asymptotics of a class of \(p\)th-order nonlinear autoregressive processes (Q1305274) (← links)
• On residual sums of squares in non-parametric autoregression (Q1313134) (← links)
• On geometric ergodicity of nonlinear autoregressive models (Q1347199) (← links)
• Weak convergence of weighted multivariate empirical U-statistics processes under mixing condition (Q1360969) (← links)
• A note on the ergodicity of nonlinear autoregressive model (Q1365172) (← links)
• Local polynomial estimators of the volatility function in nonparametric autoregression (Q1372929) (← links)
• A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742) (← links)
• Ergodicity, geometric ergodicity and mixing conditions for nonparametric ARMA processes (Q1416104) (← links)
• Value iteration in average cost Markov control processes on Borel spaces (Q1906804) (← links)
• Parametric estimation of hidden Markov models by least squares type estimation and deconvolution (Q2093141) (← links)
• Nonparametric estimation of the stationary density and the transition density of a Markov chain (Q2469498) (← links)
• Polynomial ergodicity of Markov transition kernels. (Q2574534) (← links)
• Recurrence conditions for Markov decision processes with Borel state space: A survey (Q2638961) (← links)
• Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes (Q2640989) (← links)
• On a partly linear autoregressive model with moving average errors (Q3589230) (← links)
• (Q3702219) (← links)
• (Q3715994) (← links)
• Root-n-consistent estimation of partially linear time series models (Q3836400) (← links)
• On goodness-of-fit tests for weakly dependent processes using kernel method (Q3836406) (← links)
• Harris ergodicity of nonlinear time series model (Q3984963) (← links)
• A consistent nonparametric test of ergodicity for time series with applications (Q5942687) (← links)