Stochastic Limit Theory
From MaRDI portal
Publication:5859824
DOI10.1093/oso/9780192844507.001.0001zbMath1475.60003OpenAlexW1525708912MaRDI QIDQ5859824
No author found.
Publication date: 17 November 2021
Full work available at URL: https://doi.org/10.1093/oso/9780192844507.001.0001
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Signal detection and filtering (aspects of stochastic processes) (60G35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (22)
Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality ⋮ On causality test for time series of counts based on poisson ingarch models with application to crime and temperature data ⋮ Posterior consistency for the spectral density of non‐Gaussian stationary time series ⋮ Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms ⋮ Autoregressive and moving average models for zero‐inflated count time series ⋮ BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA ⋮ When bias contributes to variance: true limit theory in functional coefficient cointegrating regression ⋮ A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR ⋮ Concentration inequalities for kernel density estimators under uniform mixing ⋮ Forward-selected panel data approach for program evaluation ⋮ GMM estimation of partially linear additive spatial autoregressive model ⋮ Max-sum test based on Spearman's footrule for high-dimensional independence tests ⋮ Tests for group-specific heterogeneity in high-dimensional factor models ⋮ Central Limit Theorem for a Family of Reliability Measures ⋮ Modified tests for change points in variance in the possible presence of mean breaks ⋮ Functional delta residuals and applications to simultaneous confidence bands of moment based statistics ⋮ Parameter estimation and inference with spatial lags and cointegration ⋮ Optimal adaptive sampling for a symmetric two-state continuous time Markov chain ⋮ Asymptotics and bootstrap for random-effects panel data transformation models ⋮ Time-varying cointegration and the Kalman filter ⋮ Monotonicity-constrained nonparametric estimation and inference for first-price auctions ⋮ Residual-augmented IVX predictive regression
This page was built for publication: Stochastic Limit Theory