The following pages link to (Q5293980):
Displayed 50 items.
- Kernel regression uniform rate estimation for censored data under \(\alpha\)-mixing condition (Q1952045) (← links)
- Dependent functional data (Q1952694) (← links)
- Central limit theorem for Fourier transforms of stationary processes (Q1958466) (← links)
- Stable limits for Markov chains via the principle of conditioning (Q1986005) (← links)
- Recursive nonparametric regression estimation for dependent strong mixing functional data (Q2023475) (← links)
- Directional phantom distribution functions for stationary random fields (Q2040049) (← links)
- A nonparametric estimation of the conditional ageing intensity function in censored data: a local linear approach (Q2054638) (← links)
- An asymptotic test for constancy of the variance under short-range dependence (Q2073717) (← links)
- A simple Fourier analytic proof of the AKT optimal matching theorem (Q2075321) (← links)
- Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes (Q2086282) (← links)
- Central limit theorems for parabolic stochastic partial differential equations (Q2155526) (← links)
- Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields (Q2170362) (← links)
- Nonconventional moderate deviations theorems and exponential concentration inequalities (Q2179244) (← links)
- A new CLT for additive functionals of Markov chains (Q2196383) (← links)
- A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence (Q2260580) (← links)
- Exponential bounds for intensity of jumps (Q2261925) (← links)
- Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series (Q2276175) (← links)
- Time series modeling on dynamic networks (Q2283569) (← links)
- Functional CLT for nonstationary strongly mixing processes (Q2288740) (← links)
- Sequential monitoring for changes from stationarity to mild non-stationarity (Q2295810) (← links)
- Local stationarity and time-inhomogeneous Markov chains (Q2313278) (← links)
- Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data (Q2322055) (← links)
- A rate of consistency for nonparametric estimators of the distribution function based on censored dependent data (Q2324304) (← links)
- Functional CLT for martingale-like nonstationary dependent structures (Q2325370) (← links)
- On mixtures of copulas and mixing coefficients (Q2350064) (← links)
- A central limit theorem for non-stationary strongly mixing random fields (Q2360646) (← links)
- A simple estimator for discrete-time samples from affine stochastic delay differential equations (Q2430995) (← links)
- Nonconventional limit theorems in averaging (Q2438262) (← links)
- Fast learning from \(\alpha\)-mixing observations (Q2443266) (← links)
- The strong mixing and the selfdecomposability properties (Q2444378) (← links)
- Strong approximations for nonconventional sums and almost sure limit theorems (Q2444641) (← links)
- Nonconventional limit theorems in discrete and continuous time via martingales (Q2447337) (← links)
- On martingale approximations and the quenched weak invariance principle (Q2447340) (← links)
- Komlós-Major-Tusnády approximation under dependence (Q2447341) (← links)
- Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
- On positivity of the variance of a tracer moving in a divergence-free Gaussian random field (Q2454001) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Qualitative robustness of statistical functionals under strong mixing (Q2515504) (← links)
- Asymptotic normality of fringe subtrees and additive functionals in conditioned Galton-Watson trees (Q2789556) (← links)
- On degenerate sums of <i>m</i>-dependent variables (Q2794731) (← links)
- Non Parametric Regression Quantile Estimation for Dependent Functional Data under Random Censorship: Asymptotic Normality (Q2796935) (← links)
- The β-mixing rate of STIT tessellations (Q2804552) (← links)
- Strong consistency result of a non parametric conditional mode estimator under random censorship for functional regressors (Q2811395) (← links)
- Asymptotic Properties for Linear Processes of Functionals of Reversible or Normal Markov Chains (Q2840338) (← links)
- Structural breaks in time series (Q2852477) (← links)
- ON THE SPECTRAL MEASURES OF SOME WEAKLY STATIONARY SEQUENCES INVOLVING RANDOMLY SPACED OBSERVATIONS (Q2888809) (← links)
- Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes (Q2892929) (← links)
- Central limit theorem for the kernel estimator of the regression function for censored time series (Q2892932) (← links)
- A NONCONVENTIONAL STRONG LAW OF LARGE NUMBERS AND FRACTAL DIMENSIONS OF SOME MULTIPLE RECURRENCE SETS (Q2905266) (← links)
- TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (Q2929840) (← links)