Pages that link to "Item:Q4979940"
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The following pages link to ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES (Q4979940):
Displaying 17 items.
- A nonlinear model for long-memory conditional heteroscedasticity (Q327174) (← links)
- Weak convergence in the near unit root setting (Q385116) (← links)
- Asymptotics for a class of dependent random variables (Q894573) (← links)
- Asymptotic normality for random sums of linear processes (Q1209666) (← links)
- Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights (Q1780928) (← links)
- Comparing the marginal densities of two strictly stationary linear processes (Q2027224) (← links)
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
- Confidence intervals with higher accuracy for short and long-memory linear processes (Q2165841) (← links)
- Estimating the mean under strong persistence (Q2300362) (← links)
- STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES (Q2933196) (← links)
- STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE (Q4554600) (← links)
- Uniform asymptotic normality of weighted sums of short-memory linear processes (Q5109495) (← links)
- Harmonically Weighted Processes (Q5111777) (← links)
- ASYMPTOTIC THEORY FOR KERNEL ESTIMATORS UNDER MODERATE DEVIATIONS FROM A UNIT ROOT, WITH AN APPLICATION TO THE ASYMPTOTIC SIZE OF NONPARAMETRIC TESTS (Q5118572) (← links)
- A generalized nonlinear model for long memory conditional heteroscedasticity (Q5276173) (← links)
- (Q5488429) (← links)
- Estimation on unevenly spaced time series (Q6176939) (← links)
