Abstract
No public abstract is available from the verified source records.
Open public full textRights: UNKNOWN · https://www.elsevier.com/tdm/userlicense/1.0/ · Source: journal-auto-sync:external:CROSSREF_ISSN
James Davidson
Abstract
Rights: UNKNOWN · https://www.elsevier.com/tdm/userlicense/1.0/ · Source: journal-auto-sync:external:CROSSREF_ISSN
Authors
Institutions
No ROR-resolved institution is linked to this work yet.
Provenance
crossref
Confidence 100%
unpaywall
Confidence 95%
datacite
Confidence 0%
No local reference links have been materialized yet.
No local citing links have been materialized yet.
Non-strong mixing autoregressive processes
10.2307/3213710 · 1984
Unresolved referenced work
1968
On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
10.2307/1427125 · 1985
Generalised autoregressive conditional heteroscedasticity
10.1016/0304-4076(86)90063-1 · 1986
Unresolved referenced work
1965
A central limit theorem for globally nonstationary near-epoch dependent functions of mixing processes
10.1017/s0266466600012950 · 1992
The central limit theorem for globally non-stationary near-epoch dependent functions of mixing processes: the asymptotically degenerate case
10.1017/s0266466600007738 · 1993
Unresolved referenced work
1994
The functional central limit theorem and weak convergence to stochastic integrals II: fractionally integrated processes
10.1017/s0266466600165028 · 2000
A nonlinear error correction mechanism based on the bilinear model
10.1016/s0165-1765(97)00267-x · 1998
The invariance principle for stationary processes
10.1137/1115050 · 1970
Central limit theorems for dependent heterogeneous random variables
10.1017/s0266466600005843 · 1997
The functional central limit theorem and weak convergence to stochastic integrals I: weakly dependent processes
10.1017/s0266466600165016 · 2000
Distribution of the estimators for autoregressive time series with a unit root
1979
Unresolved referenced work
1995
Unresolved referenced work
1988
Unresolved referenced work
1993
Unresolved referenced work
1994
Unresolved referenced work
1970
GARCH(1,1) processes are near-epoch dependent
10.1016/0165-1765(91)90186-o · 1991
A functional central limit theorem for weakly dependent sequences of random variables
10.1214/aop/1176993379 · 1984
Some limit theorems for stationary processes
10.1137/1107036 · 1962
Invariance principles for dependent variables
10.1007/bf00532611 · 1975
Time series regression with a unit root
10.2307/1913237 · 1987
Testing for a unit root in time series regression
10.1093/biomet/75.2.335 · 1988
Unresolved referenced work
1988
On the theory of bilinear models
10.1111/j.2517-6161.1981.tb01177.x · 1981
Unresolved referenced work
1990
No additional external references are available.