Yurinskii's Coupling for Martingales
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- Giovanni Ballarin, 2023. "Impulse Response Analysis of Structural Nonlinear Time Series Models," Papers 2305.19089, arXiv.org, revised Jun 2024.
- Luis Alvarez & Cristine Pinto, 2023. "A maximal inequality for local empirical processes under weak dependence," Papers 2307.01328, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2022-10-31 (Econometrics)
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