Pages that link to "Item:Q3917244"
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The following pages link to Conditions for linear processes to be strong-mixing (Q3917244):
Displayed 50 items.
- Strong approximation for cross-covariances of linear variables with long-range dependence (Q1910903) (← links)
- On histograms for linear processes (Q1923431) (← links)
- Empirical likelihood for conditional quantile with left-truncated and dependent data (Q1926002) (← links)
- Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data (Q1946888) (← links)
- Empirical likelihood inference for partially time-varying coefficient errors-in-variables models (Q1950849) (← links)
- The rate of complete consistency for recursive probability density estimator under strong mixing samples (Q2244465) (← links)
- Berry-Esseen type bounds in heteroscedastic semi-parametric model (Q2276178) (← links)
- Conditional quantile estimation with auxiliary information for left-truncated and dependent data (Q2276180) (← links)
- A rate of consistency for nonparametric estimators of the distribution function based on censored dependent data (Q2324304) (← links)
- Nonparametric adaptive density estimation on random fields using wavelet method (Q2339576) (← links)
- Data driven smooth test of comparison for dependent sequences (Q2350057) (← links)
- Local linear spatial regression (Q2388333) (← links)
- Learning rates of regularized regression for exponentially strongly mixing sequence (Q2427169) (← links)
- Confidence intervals of variance functions in generalized linear model (Q2431957) (← links)
- Block permutation principles for the change analysis of dependent data (Q2455733) (← links)
- Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes (Q2469666) (← links)
- Blockwise bootstrap testing for stationarity (Q2489865) (← links)
- Qualitative robustness of statistical functionals under strong mixing (Q2515504) (← links)
- Consistent identification of Wiener systems: a machine learning viewpoint (Q2628481) (← links)
- Nonparametric estimation of quantiles for a class of stationary processes (Q2629806) (← links)
- The observed asymptotic variance: hard edges, and a regression approach (Q2658793) (← links)
- Robust unit root tests with autoregressive errors (Q2830189) (← links)
- On asymptotic behavior of Nadaraya–Watson regression estimator (Q2830788) (← links)
- Local polynomial quasi-likelihood regression with truncated and dependent data (Q2863068) (← links)
- Empirical likelihood for partially time-varying coefficient models with dependent observations (Q2892916) (← links)
- Asymptotic Normality of Estimators in Heteroscedastic Semi-Parametric Model with Strong Mixing Errors (Q2920027) (← links)
- Methods for high-dimensional multivariate and multi-group repeated measures data under non-normality (Q2953447) (← links)
- Uniform strong consistency of histogram density estimation for dependent process (Q2979951) (← links)
- Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors (Q2980050) (← links)
- Asymptotic Normality for Regression Function Estimate Under Truncation and α-Mixing Conditions (Q3015911) (← links)
- Asymptotic Properties of Conditional Quantile Estimator Under Left-Truncated and α-Mixing Conditions (Q3017858) (← links)
- Asymptotic Normality of a Kernel Conditional Quantile Estimator Under Strong Mixing Hypothesis and Left-Truncation (Q3017870) (← links)
- Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors (Q3021193) (← links)
- NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS (Q3087505) (← links)
- Nonlinear wavelet density estimation with censored dependent data (Q3118886) (← links)
- Weighted nonparametric regression estimation with truncated and dependent data (Q3145416) (← links)
- UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES (Q3377434) (← links)
- Estimation of a Cumulative Distribution Function Under Interval Censoring “case 1” Via Warped Wavelets (Q3458107) (← links)
- Assessing Time-Reversibility Under Minimal Assumptions (Q3552857) (← links)
- Kernel Estimators for Distribution Functions on Dependent Random Fields (Q3652782) (← links)
- Central Limit Theorems for dependent variables. I (Q3897764) (← links)
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
- An invariance principle for triangular arrays of dependent variables with application to autocovariance estimation (Q4267413) (← links)
- SEMIPARAMETRIC TIME SERIES REGRESSION (Q4319840) (← links)
- Kernel density estimation for random fields: The<i>L</i><sub>1</sub>Theory (Q4345893) (← links)
- Weighted estimation of conditional mean function with truncated, censored and dependent data (Q4559352) (← links)
- Non-parametric regression for spatially dependent data with wavelets (Q4559353) (← links)
- M-Procedures for Detection of Changes for Dependent Observations (Q4905901) (← links)
- Nonparametric Estimation of Probability Density Functions for Irregularly Observed Spatial Data (Q4975625) (← links)
- Asymptotic normality of conditional density estimation under truncated, censored and dependent data (Q5078030) (← links)