Pages that link to "Item:Q2448724"
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The following pages link to Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724):
Displayed 8 items.
- Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
- On inference validity of weighted U-statistics under data heterogeneity (Q1786572) (← links)
- Functional weak limit theorem for a local empirical process of non-stationary time series and its application (Q2174984) (← links)
- Exponential inequalities for dependent V-statistics via random Fourier features (Q2184627) (← links)
- Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724) (← links)
- Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes (Q5111781) (← links)
- Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations (Q6068845) (← links)
- Estimating the Spectral Density at Frequencies Near Zero (Q6154018) (← links)