Pages that link to "Item:Q918565"
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The following pages link to Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes) (Q918565):
Displaying 39 items.
- Greedy algorithms for prediction (Q265302) (← links)
- A family of autoregressive conditional duration models (Q269391) (← links)
- The extremogram: a correlogram for extreme events (Q605880) (← links)
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- Estimation of a multiple-threshold \(AR(p)\) model (Q713826) (← links)
- Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
- Stationarity and geometric ergodicity of BEKK multivariate GARCH models (Q719379) (← links)
- Asymptotic theory for curve-crossing analysis (Q886113) (← links)
- Some mixing properties of time series models (Q1058250) (← links)
- A note on strong mixing of ARMA processes (Q1078909) (← links)
- Mixing properties of ARMA processes (Q1104632) (← links)
- A nonparametric goodness-of-fit test for a class of parametric autoregressive models (Q1299430) (← links)
- Functional estimation for time series: Uniform convergence properties (Q1299530) (← links)
- Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes. (Q1299546) (← links)
- An exponential inequality for U-statistics under mixing conditions (Q1745277) (← links)
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
- Asymptotic theory for multivariate GARCH processes. (Q1867194) (← links)
- Geometric absolute regularity of Banach space-valued autoregressive processes. (Q1871334) (← links)
- Establishing geometric drift via the Laplace transform of symmetric measures (Q1871338) (← links)
- Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses (Q1916172) (← links)
- Inhomogeneous and anisotropic conditional density estimation from dependent data (Q1952241) (← links)
- Wilks' theorem for semiparametric regressions with weakly dependent data (Q2073705) (← links)
- A new CLT for additive functionals of Markov chains (Q2196383) (← links)
- Non-parametric Poisson regression from independent and weakly dependent observations by model selection (Q2317256) (← links)
- Testing nonstationary and absolutely regular nonlinear time series models (Q2330966) (← links)
- A test for second order stationarity of a multivariate time series (Q2343767) (← links)
- Stochastic volatility models with possible extremal clustering (Q2435218) (← links)
- Residual empirical processes and their application to GM-testing for the autoregression order (Q2439931) (← links)
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
- Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters (Q2493561) (← links)
- Ergodicity of Markov chains in an algebraic manifold: application to multivariate GARCH models (Q2506481) (← links)
- Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations (Q2571701) (← links)
- Mixing properties of Banach valued autoregressive processes (Q2748300) (← links)
- Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (Q4958550) (← links)
- Local power properties of kernel based goodness of fit tests (Q5947223) (← links)
- Hellinger distance estimation of SSAR models (Q5952098) (← links)
- Finite-time convergence rates of distributed local stochastic approximation (Q6088356) (← links)
- Tail behavior of ACD models and consequences for likelihood-based estimation (Q6193064) (← links)
- Estimation of non-smooth non-parametric estimating equations models with dependent data (Q6655921) (← links)
