Pages that link to "Item:Q624594"

The following pages link to The functional central limit theorem for linear processes with strong near-epoch dependent innovations (Q624594):

Displaying 16 items.

• The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model (Q485701) (← links)
• The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations (Q547338) (← links)
• A functional limit theorem for \(\eta \)-weakly dependent processes and its applications (Q623491) (← links)
• Functional central limit theorems for self-normalized least squares processes in regression with possibly infinite variance data (Q645604) (← links)
• The variance of partial sums of strong near-epoch dependent variables (Q850193) (← links)
• GARCH (1,1) processes are near epoch dependent (Q1175963) (← links)
• A look at the quality of the approximation of the functional central limit theorem (Q1606288) (← links)
• The law of the iterated logarithm for LNQD sequences (Q1691317) (← links)
• Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes. (Q1858916) (← links)
• A central limit theorem for strong near-epoch dependent random variables (Q1884133) (← links)
• The functional central limit theorem for ARMA-GARCH processes (Q2453043) (← links)
• On linear processes with dependent innovations (Q2485859) (← links)
• The functional central limit theorem and weak convergence to stochastic integrals. I: Weakly dependent processes (Q2716481) (← links)
• Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate (Q3552858) (← links)
• The marginal distribution function of threshold-type processes with central symmetric innovations (Q5064923) (← links)
• A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations (Q6054051) (← links)