CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS (Q5218424)

scientific article; zbMATH DE number 7176786

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English	CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS	scientific article; zbMATH DE number 7176786

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instance of

scholarly article

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title

CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS (English)

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author

Vanessa Berenguer-Rico

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3 March 2020

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zbMATH Keywords

asymptotic distribution

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MaRDI profile type

MaRDI publication profile

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cites work

CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES

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Q4269108

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Martingale Central Limit Theorems

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Q4082864

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Nonlinear regressions with nonstationary time series

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Limiting distributions of least squares estimates of unstable autoregressive processes

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TESTS FOR NONLINEAR COINTEGRATION

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Local Convergence of Martingales and the Law of Large Numbers

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WEAK CONVERGENCE OF NONLINEAR TRANSFORMATIONS OF INTEGRATED PROCESSES: THE MULTIVARIATE CASE

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ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES”

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FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES

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A note on nonlinear models with integrated regressors and convergence order results

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A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change

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THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS

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Distribution of the Estimators for Autoregressive Time Series With a Unit Root

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Fubini's theorem for double Wiener integrals and the variance of the Brownian path

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Q3239646

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Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)

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Asymptotic Properties of Non-Linear Least Squares Estimators

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Nonparametric estimation in a nonlinear cointegration type model

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DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS

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FUNCTIONAL FORM MISSPECIFICATION IN REGRESSIONS WITH A UNIT ROOT

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Nonparametric predictive regression

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Likelihood-based inference for cointegration with nonlinear error-correction

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Weak limit theorems for stochastic integrals and stochastic differential equations

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Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems

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Q3746748

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On the cusum of squares test for variance change in nonstationary and nonparametric time series models

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Testing the Constancy of Regression Relationships Over Time Using Least Squares Residuals

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STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS

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ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS

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ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES

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Nonlinear Regressions with Integrated Time Series

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REGRESSION WITH SLOWLY VARYING REGRESSORS AND NONLINEAR TRENDS

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Asymptotics for linear processes

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On studentizing a test for structural change

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NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM

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Table for Estimating the Goodness of Fit of Empirical Distributions

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Limit Theorems for Nonlinear Cointegrating Regression

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Structural Nonparametric Cointegrating Regression

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A specification test for nonlinear nonstationary models

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Asymptotic theory of nonlinear least squares estimation

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A CUSUM test for cointegration using regression residuals

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full work available at URL

https://doi.org/10.1017/s0266466618000476

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Identifiers

zbMATH Open document ID

1436.62412

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DOI

10.1017/S0266466618000476

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5218424