Pages that link to "Item:Q791979"

The following pages link to A functional central limit theorem for weakly dependent sequences of random variables (Q791979):

Displaying 50 items.

• Rank test for heteroscedastic functional data (Q135484) (← links)
• Fréchet differentiability in statistical inference for time series (Q257586) (← links)
• Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
• A unified approach to self-normalized block sampling (Q288844) (← links)
• A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
• Testing for unit root processes in random coefficient autoregressive models (Q290982) (← links)
• Index-option pricing with stochastic volatility and the value of accurate variance forecasts (Q375251) (← links)
• Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230) (← links)
• Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes (Q408083) (← links)
• A general asymptotic scheme for inference under order restrictions (Q449956) (← links)
• Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (Q538155) (← links)
• Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors (Q619148) (← links)
• A functional limit theorem for \(\eta \)-weakly dependent processes and its applications (Q623491) (← links)
• Estimating structural VARMA models with uncorrelated but non-independent error terms (Q631613) (← links)
• How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
• Nonparametric regression estimation in models with weak error's structure (Q811055) (← links)
• Semi-strong linearity testing in linear models with dependent but uncorrelated errors (Q893971) (← links)
• \(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction (Q899350) (← links)
• Understanding spurious regressions in econometrics (Q1082027) (← links)
• Invariance principles under weak dependence (Q1082711) (← links)
• Rates of convergence for classes of functions: The non-i.i.d. case (Q1083113) (← links)
• Invariance principles under a two-part mixing assumption (Q1086909) (← links)
• A random CLT for dependent random variables (Q1091025) (← links)
• Common nonstationary components of asset prices (Q1102850) (← links)
• Trends and random walks in macroeconomic time series (Q1112530) (← links)
• Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026) (← links)
• Heteroskedastic cointegration (Q1203087) (← links)
• The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series (Q1298473) (← links)
• Alternative forms of fractional Brownian motion (Q1304352) (← links)
• Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples (Q1324599) (← links)
• The sample autocorrelation function of \(I(1)\) processes (Q1324971) (← links)
• Local asymptotic distribution related to the AR(1) model with dependent errors (Q1329131) (← links)
• Deciding between I(1) and I(0) (Q1341206) (← links)
• Heteroscedasticity in non-stationary time series, some Monte Carlo evidence (Q1342771) (← links)
• Central limit theory for the number of seeds in a growth model in \(\mathbb{R}^ d\) with inhomogeneous Poisson arrivals (Q1371007) (← links)
• Regression with integrated regressors (Q1378823) (← links)
• Semiparametric unit root tests based on symmetric estimators (Q1380585) (← links)
• Weak convergence of multivariate fractional processes (Q1411878) (← links)
• A look at the quality of the approximation of the functional central limit theorem (Q1606288) (← links)
• A likelihood ratio type test for invertibility in moving average processes (Q1623545) (← links)
• Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
• Bounded integrated processes and unit root tests (Q1766955) (← links)
• Tests of specification for parametric and semiparametric models (Q1801421) (← links)
• Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes. (Q1858916) (← links)
• Nonparametric tests for unit roots and cointegration. (Q1867726) (← links)
• Tests for the order of integration against higher order integration (Q1880276) (← links)
• Residual-based tests for cointegration in models with regime shifts (Q1906289) (← links)
• The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors (Q1907605) (← links)
• A multiple variance ratio test using subsampling (Q1927304) (← links)
• Restoring monotone power in the CUSUM test (Q1934668) (← links)