On the central limit theorem for U-statistics under absolute regularity
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- Eberlein, Ernst, 1984. "Weak convergence of partial sums of absolutely regular sequences," Statistics & Probability Letters, Elsevier, vol. 2(5), pages 291-293, October.
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- Brendan K. Beare, 2010.
"Copulas and Temporal Dependence,"
Econometric Society, vol. 78(1), pages 395-410, January.
- Beare, Brendan, 2008. "Copulas and Temporal Dependence," University of California at San Diego, Economics Working Paper Series qt2880q2jq, Department of Economics, UC San Diego.
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"Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models,"
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- Komunjer, Ivana & Vuong, Quang, 2010. "Efficient estimation in dynamic conditional quantile models," Journal of Econometrics, Elsevier, vol. 157(2), pages 272-285, August.
- Jorge H. del Castillo-Spíndola, 2006. "A Non-Parametric Test of the Conditional CAPM for the Mexican Economy," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 21(2), pages 275-297.
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More about this item
KeywordsCentral limit theorem [beta]-mixing U-statistic;
StatisticsAccess and download statistics
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