The following pages link to Stochastic Limit Theory (Q4393441):
Displaying 50 items.
- Maximum likelihood estimation of a spatial autoregressive Tobit model (Q70138) (← links)
- Estimation of a nonparametric model for bond prices from cross-section and time series information (Q104342) (← links)
- Panel data analysis with heterogeneous dynamics (Q130132) (← links)
- Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
- Ensemble Binary Segmentation for irregularly spaced data with change-points (Q139553) (← links)
- A uniform law for convergence to the local times of linear fractional stable motions (Q259566) (← links)
- A specification test of stochastic diffusion models (Q385188) (← links)
- A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions (Q434563) (← links)
- Instrumental variable and variable addition based inference in predictive regressions (Q494409) (← links)
- A globally consistent nonlinear least squares estimator for identification of nonlinear rational systems (Q510143) (← links)
- Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
- Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- A consistent nonparametric test of affiliation in auction models (Q736687) (← links)
- Semiparametric GMM estimation of spatial autoregressive models (Q738182) (← links)
- Nonparametric regression with warped wavelets and strong mixing processes (Q825064) (← links)
- Potential well spectrum and hitting time in renewal processes (Q888257) (← links)
- M-estimator based unit root tests in the ESTAR framework (Q894867) (← links)
- Robust estimates for GARCH models (Q935425) (← links)
- On the limit lognormal and other limit log-infinitely divisible laws (Q963312) (← links)
- Robust estimation for ARMA models (Q1020981) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- Testing for structural change in conditional models (Q1580340) (← links)
- Partially adaptive estimation of autoregressive processes via a normal mixture (Q1611817) (← links)
- Nonstationary-volatility robust panel unit root tests and the great moderation (Q1621963) (← links)
- Multiple break detection in the correlation structure of random variables (Q1623527) (← links)
- Neighbourhood GMM estimation of dynamic panel data models (Q1659141) (← links)
- A residual-based multivariate constant correlation test (Q1669884) (← links)
- Dating multiple change points in the correlation matrix (Q1694371) (← links)
- A test of the long memory hypothesis based on self-similarity (Q1695666) (← links)
- On asymptotic normality of certain linear rank statistics (Q1726767) (← links)
- Alternative tests for correct specification of conditional predictive densities (Q1739884) (← links)
- Testing for common breaks in a multiple equations system (Q1745616) (← links)
- Variable screening for high dimensional time series (Q1746535) (← links)
- Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients (Q1755118) (← links)
- Structural change tests for simulated method of moments. (Q1810680) (← links)
- A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach (Q1872324) (← links)
- Gaussian approximation theorems for urn models and their applications (Q1872367) (← links)
- On a class of minimum contrast estimators for fractional stochastic processes and fields (Q1883286) (← links)
- A central limit theorem for strong near-epoch dependent random variables (Q1884133) (← links)
- Are ``nearly exogenous instruments'' reliable? (Q1934899) (← links)
- Online expectation maximization based algorithms for inference in hidden Markov models (Q1951134) (← links)
- Limit theorems for network dependent random variables (Q2024457) (← links)
- Spectral analysis of multifractional LRD functional time series (Q2110533) (← links)
- Mixing sequences, and mixingales in quantum probability spaces (Q2121669) (← links)
- Quantifying the data-dredging bias in structural break tests (Q2122806) (← links)
- Estimating a gradual parameter change in an AR(1)-process (Q2167322) (← links)
- Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
- Robust estimation and inference of spatial panel data models with fixed effects (Q2195536) (← links)
- Heterogeneous panel data models with cross-sectional dependence (Q2224885) (← links)
