Pages that link to "Item:Q5438205"
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The following pages link to CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES (Q5438205):
Displaying 23 items.
- Functional-coefficient models for nonstationary time series data (Q301966) (← links)
- On convergence to stochastic integrals (Q325886) (← links)
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← links)
- Global convergence of the stochastic tâtonnement process (Q1587386) (← links)
- Functional convergence of sequential \(U\)-processes with size-dependent kernels (Q2117455) (← links)
- Glivenko-Cantelli theorems for integrated functionals of stochastic processes (Q2240872) (← links)
- Nonlinear regressions with nonstationary time series (Q2343770) (← links)
- Nonparametric predictive regression (Q2343822) (← links)
- Semiparametric estimation in triangular system equations with nonstationarity (Q2442578) (← links)
- Summability of stochastic processes -- a generalization of integration for non-linear processes (Q2511790) (← links)
- Convergence in law of sequences of stochastic integrals relative to weighted sums of a \(L^2\)-mixing process and application to IGARCH models (Q2829738) (← links)
- ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION (Q3181943) (← links)
- (Q3217387) (← links)
- Divergence, convergence and moments of some integral functionals of diffusions (Q3339894) (← links)
- (Q3785692) (← links)
- (Q3823559) (← links)
- Convergence of the Lagrange-Sturm-Liouville Processes for Continuous Functions of Bounded Variation (Q4970074) (← links)
- NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY (Q5024498) (← links)
- NEGATIVE POWERS OF INTEGRATED PROCESSES (Q5071688) (← links)
- Adaptive estimation for varying coefficient models with nonstationary covariates (Q5076882) (← links)
- CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS (Q5218424) (← links)
- WEAK CONVERGENCE OF NONLINEAR TRANSFORMATIONS OF INTEGRATED PROCESSES: THE MULTIVARIATE CASE (Q5411514) (← links)