Pages that link to "Item:Q1848943"
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The following pages link to Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943):
Displayed 16 items.
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors (Q546079) (← links)
- Evaluation for moments of a ratio with application to regression estimation (Q605896) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
- An exponential inequality under weak dependence (Q850748) (← links)
- Probability and moment inequalities for sums of weakly dependent random variables, with applications (Q886114) (← links)
- Nearest neighbor conditional estimation for Harris recurrent Markov chains (Q1036785) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Bootstraps for time series (Q1872593) (← links)
- A new covariance inequality and applications. (Q2574576) (← links)
- LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES (Q3168418) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
- Weak dependence for infinite ARCH-type bilinear models (Q5429696) (← links)