Pages that link to "Item:Q3345519"
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The following pages link to Non-strong mixing autoregressive processes (Q3345519):
Displaying 50 items.
- Variable screening for high dimensional time series (Q1746535) (← links)
- Subsampling weakly dependent time series and application to extremes (Q1761535) (← links)
- Coupling for \(\tau\)-dependent sequences and applications (Q1770896) (← links)
- New dependence coefficients. Examples and applications to statistics (Q1779992) (← links)
- Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series (Q1813537) (← links)
- Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes. (Q1858916) (← links)
- On the power of the KPSS test of stationarity against fractionally-integrated alternatives (Q1922367) (← links)
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
- Some recent theory for autoregressive count time series (Q1936528) (← links)
- Consistency results for the kernel density estimate on continuous time stationary and dependent data (Q1950782) (← links)
- A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields (Q1957166) (← links)
- Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields (Q2170362) (← links)
- Changepoint in dependent and non-stationary panels (Q2208373) (← links)
- A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model (Q2223166) (← links)
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
- Uniform nonparametric inference for time series (Q2227073) (← links)
- Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes (Q2231589) (← links)
- Nonparametric M-estimation for functional stationary ergodic data (Q2274173) (← links)
- The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions (Q2274968) (← links)
- Multivariate count autoregression (Q2278669) (← links)
- Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods (Q2325378) (← links)
- Data driven smooth test of comparison for dependent sequences (Q2350057) (← links)
- Limiting law results for a class of conditional mode estimates for functional stationary ergodic data (Q2396741) (← links)
- Asymptotic behavior of central order statistics from stationary processes (Q2434484) (← links)
- On weak invariance principles for sums of dependent random functionals (Q2435751) (← links)
- Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes (Q2439214) (← links)
- Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours (Q2439271) (← links)
- Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929) (← links)
- \(M\)-procedures for detection of a change under weak dependence (Q2448799) (← links)
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
- Nonparametric density estimation for nonmixing approximable stochastic processes (Q2475289) (← links)
- On linear processes with dependent innovations (Q2485859) (← links)
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
- Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric (Q2489842) (← links)
- Geometric and long run aspects of Granger causality (Q2512622) (← links)
- A proof of consistency of the MLE for nonlinear Markov-switching AR processes (Q2667593) (← links)
- Optimal Rate of Convergence for Empirical Quantiles and Distribution Functions for Time Series (Q2830682) (← links)
- Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data (Q2864653) (← links)
- A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS (Q2886972) (← links)
- On Fixed Design Regression for General Linear Processes (Q2892626) (← links)
- Weak dependence of point processes and application to second-order statistics<sup>†</sup> (Q2953970) (← links)
- Additive regression model for stationary and ergodic continuous time processes (Q2979007) (← links)
- Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: Asymptotic results (Q2979611) (← links)
- Block bootstrap for dependent errors-in-variables (Q2979966) (← links)
- Testing Independence in Linear Process with Non-Normal Innovations (Q3017850) (← links)
- Generalised kernel smoothing for non-negative stationary ergodic processes (Q3068116) (← links)
- Adaptive density estimation under weak dependence (Q3085573) (← links)
- LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES (Q3168418) (← links)
- Reverse chaos may not be a curse<i>examples of stationary reverse chaotic sequences whose density can be estimated with optimal i.i.d. rate</i> (Q3369525) (← links)
- UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES (Q3377434) (← links)
