Pages that link to "Item:Q1843263"
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The following pages link to A note on empirical processes of strong-mixing sequences (Q1843263):
Displayed 50 items.
- Nonparametric regression on random fields with random design using wavelet method (Q265664) (← links)
- A note on wavelet density deconvolution for weakly dependent data (Q623487) (← links)
- Estimation of a multivariate stochastic volatility density by kernel deconvolution (Q631636) (← links)
- Empirical Bayes test problem in continuous one-parameter exponential families under dependent samples (Q746054) (← links)
- On the Glivenko-Cantelli theorem for generalized empirical processes based on strong mixing sequences (Q749017) (← links)
- Density estimation for samples satisfying a certain absolute regularity condition (Q800657) (← links)
- Bootstrapping the empirical distribution function of a spatial process (Q882912) (← links)
- Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples (Q902401) (← links)
- Kernel density estimation on random fields (Q921787) (← links)
- Hazard rate estimation on random fields (Q996977) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
- Estimating the multivariate extremal index function (Q1002535) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Empirical distributions in marked point processes (Q1045797) (← links)
- \(K\)-sample subsampling in general spaces: the case of independent time series (Q1049536) (← links)
- Kernel estimation and interpolation for time series containing missing observations (Q1062717) (← links)
- Multilinear forms and measures of dependence between random variables (Q1071436) (← links)
- Invariance principles under a two-part mixing assumption (Q1086909) (← links)
- An almost sure invariance principle for partial sums associated with a random field (Q1149177) (← links)
- A note on nonparametric density estimation for dependent variables using a delta sequence (Q1161007) (← links)
- On r-quick limit sets for empirical and related processes based on mixing random variables (Q1169748) (← links)
- Fixed design regression for time series: Asymptotic normality (Q1185836) (← links)
- Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter (Q1201123) (← links)
- On tail probabilities of Kolmogorov-Smirnov statistic based on strong mixing processes (Q1210127) (← links)
- Some limit theorems for random fields (Q1252556) (← links)
- On deviations between empirical and quantile processes for mixing random variables (Q1253071) (← links)
- Kernel estimation of the survival function and hazard rate under weak dependence (Q1262045) (← links)
- Weak convergence of dependent empirical measures with application to subsampling in function spaces (Q1297576) (← links)
- The asymptotic behavior of the empirical process based on a linear process under some contiguous alternatives (Q1299374) (← links)
- On the blockwise bootstrap for empirical processes for stationary sequences (Q1307509) (← links)
- Density estimation for time series by histograms (Q1330219) (← links)
- Kernel density estimation under weak dependence with sampled data (Q1360977) (← links)
- Frequency polygons for weakly dependent processes (Q1380558) (← links)
- Limit theorems for functionals of moving averages (Q1381563) (← links)
- Kernel density estimation under dependence (Q1813323) (← links)
- The blockwise bootstrap for general empirical processes of stationary sequences (Q1899268) (← links)
- Perturbed empirical distribution functions and quantiles under dependence (Q1900324) (← links)
- Kernel estimation of the regression function with random sampling times (Q1906311) (← links)
- The empirical process of a short-range dependent stationary sequence under Gaussian subordination (Q1908536) (← links)
- The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (Q2023474) (← links)
- Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function (Q2155001) (← links)
- Test for tail index constancy of GARCH innovations based on conditional volatility (Q2317888) (← links)
- Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs (Q2329855) (← links)
- Nonparametric adaptive density estimation on random fields using wavelet method (Q2339576) (← links)
- Local linear spatial regression (Q2388333) (← links)
- Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities (Q2388961) (← links)
- Distribution of levels in high-dimensional random landscapes (Q2428053) (← links)
- M-estimation for linear models with spatially-correlated errors (Q2567189) (← links)
- Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation (Q2731944) (← links)
- Kernel Estimators for Distribution Functions on Dependent Random Fields (Q3652782) (← links)