The following pages link to Mixing: Properties and examples (Q1320432):
Displaying 50 items.
- Asymptotic equivalence of nonparametric autoregression and nonparametric regression (Q449943) (← links)
- Texture synthesis and nonparametric resampling of random fields (Q449946) (← links)
- Resampling methods for spatial regression models under a class of stochastic designs (Q449947) (← links)
- On variance estimation in a negative binomial time series regression model (Q450867) (← links)
- An empirical likelihood method for spatial regression (Q451300) (← links)
- Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields (Q453773) (← links)
- Strong mixing properties of max-infinitely divisible random fields (Q454868) (← links)
- Asymptotic properties for an M-estimator of the regression function with truncation and dependent data (Q457309) (← links)
- On the adaptive wavelet deconvolution of a density for strong mixing sequences (Q457615) (← links)
- Misparametrization subsets for penalized least squares model selection (Q466060) (← links)
- A general central limit theorem for strong mixing sequences (Q467034) (← links)
- Asymptotic goodness-of-fit tests for the Palm mark distribution of stationary point processes with correlated marks (Q470045) (← links)
- Confidence intervals for the mean based on exponential type inequalities and empirical likelihood (Q470597) (← links)
- Description of random fields by means of one-point finite-conditional distributions (Q471268) (← links)
- Adaptive estimation of an additive regression function from weakly dependent data (Q476220) (← links)
- On the rate of convergence in Wasserstein distance of the empirical measure (Q495556) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- Wavelet estimation in varying coefficient models for censored dependent data (Q504497) (← links)
- Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
- Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
- Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models (Q513689) (← links)
- A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data (Q515139) (← links)
- Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
- Adaptive wavelet estimation of a biased density for strongly mixing sequences (Q539383) (← links)
- Robust estimation of AR coefficients under simultaneously influencing outliers and missing values (Q546115) (← links)
- The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data (Q553072) (← links)
- A modified functional delta method and its application to the estimation of risk functionals (Q604360) (← links)
- Adaptive estimation of linear functionals in the convolution model and applications (Q605847) (← links)
- Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← links)
- The extremogram: a correlogram for extreme events (Q605880) (← links)
- Evaluation for moments of a ratio with application to regression estimation (Q605896) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Automatic spectral density estimation for random fields on a lattice via bootstrap (Q619084) (← links)
- A note on wavelet density deconvolution for weakly dependent data (Q623487) (← links)
- A functional limit theorem for \(\eta \)-weakly dependent processes and its applications (Q623491) (← links)
- An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
- Frequency polygons for continuous random fields (Q625317) (← links)
- Wavelet estimation of conditional density with truncated, censored and dependent data (Q631610) (← links)
- Estimation of a multivariate stochastic volatility density by kernel deconvolution (Q631636) (← links)
- Stability of \(L\)-statistics from weakly dependent observations (Q633058) (← links)
- Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series (Q637103) (← links)
- On nonlinear Markov chain Monte Carlo (Q638765) (← links)
- Prediction-based estimating functions: review and new developments (Q642200) (← links)
- A conservative estimator for the proportion of false nulls based on Dvoretzky, Kiefer and Wolfowitz inequality (Q645440) (← links)
- Nonparametric regression with martingale increment errors (Q645603) (← links)
- Regularized least-squares regression: learning from a sequence (Q645620) (← links)
- Optimal model selection for density estimation of stationary data under various mixing condi\-tions (Q651014) (← links)
- Absolute regularity and ergodicity of Poisson count processes (Q654407) (← links)
- Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808) (← links)
- The method of moments and degree distributions for network models (Q661156) (← links)