Research graph
References from The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series. Local targets link to admitted publications; unresolved targets remain external evidence.
Unresolved reference
External reference
Heteroskedasticity and autocorrelation consistent covariance matrix estimation
10.2307/2938229 · 1991 · External reference
Asymptotics for semiparametric econometric models via stochastic equicontinuity
10.2307/2951475 · 1994 · External reference
Nonparametric Kernel estimation for semiparametric models
10.1017/s0266466600009427 · 1995 · External reference
An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator
10.2307/2951574 · 1992 · External reference
Unresolved reference
External reference
Distinguishing random and deterministic systems
10.1016/0022-0531(86)90014-1 · 1986 · External reference
A note on noisy chaos
10.1111/j.2517-6161.1994.tb01979.x · 1994 · External reference
On consistent nonparametric order determination and chaos
10.1111/j.2517-6161.1992.tb01890.x · 1992 · External reference
10.1002/jae.3950070505
10.1002/jae.3950070505 · External reference
Unresolved reference
External reference
10.1007/978-1-4612-2642-0
10.1007/978-1-4612-2642-0 · External reference
Lyapunov exponents from time series
10.1103/physreva.34.4971 · 1986 · External reference
Unresolved reference
External reference
Products of random matrices
10.1214/aoms/1177705909 · 1960 · External reference
Unresolved reference
1987 · External reference
A statistical framework for testing chaotic dynamics via Lyapunov exponents
10.1016/0167-2789(95)00230-8 · 1996 · External reference
An algorithm for the n Lyapunov exponents of an n-dimensional unknown dynamical system
10.1016/0167-2789(92)90210-e · 1992 · External reference
Sur la distribution limite du term maximum d’une série aléatoire
1943 · External reference
Consistent covariance matrix estimation for dependent heterogeneous processes
10.2307/2951575 · 1992 · External reference
Bandwidth choice for average derivative estimation
1992 · External reference
Estimating smooth multiple regression by the method of average derivatives
1989 · External reference
Nonparametric regression estimation at design poles and zeros
10.2307/3315335 · 1996 · External reference
An invariance principle for weakly dependent sequences of random variables
10.1214/aop/1176993379 · 1984 · External reference
Extremal theory for stochastic processes
10.1214/aop/1176991767 · 1988 · External reference
Unresolved reference
External reference
Extreme values in uniformly mixing stationary stochastic processes
10.1214/aoms/1177700071 · 1965 · External reference
Estimating the Lyapunov exponent of a chaotic system with nonparametric regression
10.1080/01621459.1992.10475270 · 1992 · External reference
Multivariate local polynomial regression for time series: Uniform strong consistency and rates
10.1111/j.1467-9892.1996.tb00294.x · 1996 · External reference
The asymptotic variance of semiparametric estimators
10.2307/2951752 · 1994 · External reference
Unresolved reference
External reference
A simple positive-definite, heteroskedastic and autocorrelation consistent covariance matrix
10.2307/1913610 · 1987 · External reference
Finding chaos in noisy systems
1992 · External reference
Unresolved reference
External reference
Nonparametric estimators for time series
10.1111/j.1467-9892.1983.tb00368.x · 1983 · External reference
10.1093/oso/9780198522249.001.0001
10.1093/oso/9780198522249.001.0001 · External reference
Extreme values in samples from m-dependent stationary stochastic processes
10.1214/aoms/1177728670 · 1954 · External reference
Unresolved reference
External reference
