Pages that link to "Item:Q797249"
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The following pages link to Asymptotic normality, strong mixing and spectral density estimates (Q797249):
Displayed 28 items.
- Fourier analysis of stationary time series in function space (Q355089) (← links)
- Note on the uniform convergence of density estimates for mixing random variables (Q578794) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Asymptotic normality of cumulant spectral estimates (Q753370) (← links)
- Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate (Q808125) (← links)
- Integrated consistency of smoothed probability density estimators for stationary sequences (Q914286) (← links)
- Nonparametric density and regression estimation for Markov sequences without mixing assumptions (Q914287) (← links)
- Empirical likelihood estimation of discretely sampled processes of OU type (Q1041558) (← links)
- Almost sure convergence of recursive density estimators for stationary mixing processes (Q1094772) (← links)
- Nonparameteric estimation in mixing sequences of random variables (Q1111283) (← links)
- Nonparametric prediction by conditional median and quantiles (Q1410280) (← links)
- Functional density estimation of the transition operator of a discrete-time Markov process. (Q1608734) (← links)
- Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929) (← links)
- Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724) (← links)
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
- Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions (Q2807637) (← links)
- Nonlinear spectral density estimation: thresholding the correlogram (Q2931588) (← links)
- ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES (Q3580639) (← links)
- SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA (Q3696350) (← links)
- (Q3799404) (← links)
- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION (Q4324817) (← links)
- On estimating linear functional of the covariance function of a stationary process (Q4371842) (← links)
- ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES (Q4599615) (← links)
- The Hybrid Wild Bootstrap for Time Series (Q4648552) (← links)
- Limit theorems for iterated random functions (Q4819468) (← links)
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES (Q5199496) (← links)
- ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS (Q5371156) (← links)
- Inference about long run canonical correlations (Q5397941) (← links)