Research graph
References from Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes. Local targets link to admitted publications; unresolved targets remain external evidence.
Non-strong mixing autoregressive processes
10.2307/3213710 · 1984 · External reference
Unresolved reference
1968 · External reference
On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
10.2307/1427125 · 1985 · External reference
Generalised autoregressive conditional heteroscedasticity
10.1016/0304-4076(86)90063-1 · 1986 · External reference
Unresolved reference
1965 · External reference
A central limit theorem for globally nonstationary near-epoch dependent functions of mixing processes
10.1017/s0266466600012950 · 1992 · External reference
The central limit theorem for globally non-stationary near-epoch dependent functions of mixing processes: the asymptotically degenerate case
10.1017/s0266466600007738 · 1993 · External reference
Unresolved reference
1994 · External reference
The functional central limit theorem and weak convergence to stochastic integrals II: fractionally integrated processes
10.1017/s0266466600165028 · 2000 · External reference
A nonlinear error correction mechanism based on the bilinear model
10.1016/s0165-1765(97)00267-x · 1998 · External reference
The invariance principle for stationary processes
10.1137/1115050 · 1970 · External reference
Central limit theorems for dependent heterogeneous random variables
10.1017/s0266466600005843 · 1997 · External reference
The functional central limit theorem and weak convergence to stochastic integrals I: weakly dependent processes
10.1017/s0266466600165016 · 2000 · External reference
Distribution of the estimators for autoregressive time series with a unit root
1979 · External reference
Unresolved reference
1995 · External reference
Unresolved reference
1988 · External reference
Unresolved reference
1993 · External reference
Unresolved reference
1994 · External reference
Unresolved reference
1970 · External reference
GARCH(1,1) processes are near-epoch dependent
10.1016/0165-1765(91)90186-o · 1991 · External reference
A functional central limit theorem for weakly dependent sequences of random variables
10.1214/aop/1176993379 · 1984 · External reference
Some limit theorems for stationary processes
10.1137/1107036 · 1962 · External reference
Invariance principles for dependent variables
10.1007/bf00532611 · 1975 · External reference
Time series regression with a unit root
10.2307/1913237 · 1987 · External reference
Testing for a unit root in time series regression
10.1093/biomet/75.2.335 · 1988 · External reference
Unresolved reference
1988 · External reference
On the theory of bilinear models
10.1111/j.2517-6161.1981.tb01177.x · 1981 · External reference
Unresolved reference
1990 · External reference
