Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Econometrics"
DOI: 10.1016/j.jeconom.2018.12.015
Abstract: This paper considers functional central limit theorems for stationary absolutely regular mixing processes. Bounds for the entropy with bracketing are derived using recent results in Nickl and P\"otscher (2007). More specifically, their bracketing metric entropy… read more here.
Keywords: application; application hausman; invariance principles; test ... See more keywords
Invariance Principles for Tempered Fractionally Integrated Processes
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DOI: 10.1016/j.spa.2017.11.004
Abstract: Abstract We discuss invariance principles for autoregressive tempered fractionally integrated moving averages in α -stable ( 1 α ≤ 2 ) i.i.d. innovations and related tempered linear processes with vanishing tempering parameter lim N →… read more here.
Keywords: fractionally integrated; principles tempered; invariance principles; tempered fractionally ... See more keywords
Invariance Principles for Nonlinear Discrete-Time Switched Systems and Its Application to Output Synchronization of Dynamical Networks.
Sign Up to like & getrecommendations! Published in 2022 at "IEEE transactions on cybernetics"
DOI: 10.1109/tcyb.2022.3211561
Abstract: In this article, we develop two invariance principles for nonlinear discrete-time switched systems based on multiple Lyapunov functions and multiple weak Lyapunov functions, respectively, which allow the first differences of multiple weak Lyapunov functions to… read more here.
Keywords: discrete time; invariance principles; invariance; principles nonlinear ... See more keywords