Pages that link to "Item:Q952736"

The following pages link to Weakly dependent chains with infinite memory (Q952736):

Displaying 50 items.

• Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
• Correction to ``On weak dependence conditions for Poisson autoregressions'' (Q383867) (← links)
• On binary and categorical time series models with feedback (Q406539) (← links)
• On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
• Model selection for weakly dependent time series forecasting (Q442082) (← links)
• Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
• Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
• Conditional maximum likelihood estimation for a class of observation-driven time series models for count data (Q511583) (← links)
• Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
• On weak dependence conditions: the case of discrete valued processes (Q712525) (← links)
• Stationarity and geometric ergodicity of BEKK multivariate GARCH models (Q719379) (← links)
• Weak dependence, models and some applications (Q745335) (← links)
• Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
• Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes (Q834361) (← links)
• Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes (Q892242) (← links)
• Oscillations and moduli of continuity of kernel density estimators under dependence (Q908266) (← links)
• On periodic ergodicity of a general periodic mixed Poisson autoregression (Q1698240) (← links)
• Ergodicity conditions for a double mixed Poisson autoregression (Q1726882) (← links)
• Subsampling weakly dependent time series and application to extremes (Q1761535) (← links)
• Rejoinder on: Subsampling weakly dependent time series and application to extremes (Q1761538) (← links)
• Rejoinder on: Some recent theory for autoregressive count time series (Q1936530) (← links)
• Multiple breaks detection in general causal time series using penalized quasi-likelihood (Q1950823) (← links)
• Optimal change-point estimation in time series (Q2054501) (← links)
• Inference for nonstationary time series of counts with application to change-point problems (Q2086285) (← links)
• Inference and model selection in general causal time series with exogenous covariates (Q2136604) (← links)
• Contrast estimation of time-varying infinite memory processes (Q2169064) (← links)
• Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
• Self-excited hysteretic negative binomial autoregression (Q2218622) (← links)
• A generalized mixture integer-valued GARCH model (Q2220287) (← links)
• Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
• Multivariate count autoregression (Q2278669) (← links)
• Monitoring procedure for parameter change in causal time series (Q2637611) (← links)
• Strongly consistent model selection for general causal time series (Q2657997) (← links)
• Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series (Q2833375) (← links)
• QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
• Adaptive density estimation under weak dependence (Q3085573) (← links)
• Threshold negative binomial autoregressive model (Q4613925) (← links)
• Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
• General Hannan and Quinn criterion for common time series (Q5064935) (← links)
• Quasi-maximum likelihood estimation of GARCH with student distributed noise (Q5082606) (← links)
• A Dynamic Taylor’s law (Q5087010) (← links)
• Stationarity and ergodicity of Markov switching positive conditional mean models (Q5095291) (← links)
• Modeling normalcy‐dominant ordinal time series: An application to air quality level (Q5095292) (← links)
• Flexible and Robust Mixed Poisson INGARCH Models (Q5237531) (← links)
• Prediction of time series by statistical learning: general losses and fast rates (Q5417591) (← links)
• (Q5856502) (← links)
• A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION (Q5880730) (← links)
• Comments on: Some recent theory for autoregressive count time series (Q5970627) (← links)
• Strong mixing properties of discrete-valued time series with exogenous covariates (Q6044255) (← links)
• On nonparametric estimation of a nonparametric autoregressive conditionally heteroscedastic process (Q6045963) (← links)