The following pages link to (Q4335412):
Displayed 50 items.
- Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors (Q391889) (← links)
- Estimation in semi-parametric regression with non-stationary regressors (Q418246) (← links)
- Asymptotic properties of hybrid random processes modulated by Markov chains (Q419985) (← links)
- A general central limit theorem for strong mixing sequences (Q467034) (← links)
- Robust estimation of AR coefficients under simultaneously influencing outliers and missing values (Q546115) (← links)
- LIL behavior for B-valued strong mixing random variables (Q547409) (← links)
- Convergence rates of tail probabilities for sums under dependence assumptions (Q606311) (← links)
- Statistical inference in partially time-varying coefficient models (Q607224) (← links)
- On Marcinkiewicz-Zygmund laws (Q615940) (← links)
- Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors (Q618013) (← links)
- Lil behavior for weakly dependent random variables in Banach spaces (Q625989) (← links)
- Strong approximation of partial sums under dependence conditions with application to dynamical systems (Q655330) (← links)
- The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables (Q732151) (← links)
- The variance of partial sums of strong near-epoch dependent variables (Q850193) (← links)
- The invariance principle for \(p\)-\(\vec\theta\) chain (Q856816) (← links)
- Chover-type laws of the iterated logarithm for weighted sums of \(\rho ^{\ast}\)-mixing sequences (Q871326) (← links)
- On \(L_{1}\) bounds for asymptotic normality of some weakly dependent random variables (Q925279) (← links)
- Clustering in a stochastic model of one-dimensional gas (Q930676) (← links)
- Almost sure functional central limit theorems for weakly dependent sequences (Q947159) (← links)
- Change point estimators by local polynomial fits under a dependence assumption (Q957317) (← links)
- Asymptotic properties of nonparametric M-estimation for mixing functional data (Q958810) (← links)
- Learning from dependent observations (Q958916) (← links)
- On normal approximation for strongly mixing random variables (Q996763) (← links)
- Strong approximation for a class of stationary processes (Q1001848) (← links)
- On limit theorems for continued fractions (Q1014050) (← links)
- Limit theorems for the empirical distribution function in the spatial case. (Q1423240) (← links)
- Precise rate in the law of iterated logarithm for \(\rho\)-mixing sequence (Q1423956) (← links)
- Spatial nonparametric regression estimation: Non-isotropic case (Q1566060) (← links)
- Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models (Q1767484) (← links)
- Asymptotic Palm likelihood theory for stationary point processes (Q1934484) (← links)
- Marcinkiewicz laws with infinite moments (Q1945253) (← links)
- On the strong law of large numbers for \(\phi\)-mixing and \(\rho\)-mixing random variables (Q1945306) (← links)
- Empirical likelihood inference for partially time-varying coefficient errors-in-variables models (Q1950849) (← links)
- On the estimation of density-weighted average derivative by wavelet methods under various dependence structures (Q2257019) (← links)
- On the nonparametric conditional density and mode estimates in the single functional index model with strongly mixing data (Q2257034) (← links)
- A self-normalized invariance principle for a \(\phi\)-mixing sequence (Q2259374) (← links)
- On normal approximation of discounted and strongly mixing random variables (Q2376371) (← links)
- Strong invariance principles for dependent random variables (Q2460327) (← links)
- Almost sure central limit theorems for functionals of absolutely regular processes with application to \(U\)-statistics (Q2470504) (← links)
- On the discounted global CLT for some weakly dependent random variables (Q2471653) (← links)
- Convergence of weighted linear process for \(\rho \)-mixing random variables (Q2478375) (← links)
- Sum-functions of spacings of increasing order (Q2495824) (← links)
- Estimation in semiparametric spatial regression (Q2500457) (← links)
- Asymptotic normality of wavelet estimator for strong mixing errors (Q2510891) (← links)
- Precise asymptotics in the Baum-Katz and Davis laws of large numbers of \(\rho\)-mixing sequences (Q2581241) (← links)
- On complete convergence for arrays of rowwise dependent random variables (Q2643375) (← links)
- Maximal moment inequality for partial sums of strong mixing sequences and application (Q2644329) (← links)
- Asymptotics for weakly dependent errors-in-variables (Q2868778) (← links)
- A Berry-Esseen Type Bound of Wavelet Estimator Under Linear Process Errors Based on a Strong Mixing Sequence (Q2873912) (← links)
- (Q2882848) (← links)