Pages that link to "Item:Q1843263"
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The following pages link to A note on empirical processes of strong-mixing sequences (Q1843263):
Displayed 12 items.
- Asymptotics of minimum distance estimator in linear regression models under strong mixing (Q4214005) (← links)
- Optimal asymptotic quadratic error of nonparametric regression function estimates for a continuous-time process from sampled-data (Q4235727) (← links)
- On uniform integrability and asymptotically risk-efficient sequential estimation (Q4342154) (← links)
- Kernel density estimation for random fields: The<i>L</i><sub>1</sub>Theory (Q4345893) (← links)
- LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE (Q4562555) (← links)
- Nonparametric volatility density estimation for discrete time models (Q4651100) (← links)
- On the rates in the central limit theorem for weakly dependent random fields (Q4745045) (← links)
- Nonparametric estimation of density, regression and dependence coefficients (Q4806546) (← links)
- Estimating conditional occupation‐time distributions for dependent sequences (Q4883618) (← links)
- Nonparametric Estimation of Probability Density Functions for Irregularly Observed Spatial Data (Q4975625) (← links)
- Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations (Q5129188) (← links)
- Confidence intervals for probability density functions under strong mixing samples (Q5256284) (← links)