Pages that link to "Item:Q2731944"

The following pages link to Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation (Q2731944):

Displaying 18 items.

• CONVERGENCE IN DISTRIBUTION OF THE PERIODOGRAM OF CHAOTIC PROCESSES (Q4796470) (← links)
• Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes (Q4979097) (← links)
• Bootstrapping covariance operators of functional time series (Q4987545) (← links)
• Limit theorems for U-statistics of Bernoulli data (Q4989418) (← links)
• Robust discrimination between long‐range dependence and a change in mean (Q4997686) (← links)
• Testing Kendall's <i>τ</i> for a large class of dependent sequences (Q5119171) (← links)
• Resolving statistical uncertainty in correlation dimension estimation (Q5264533) (← links)
• Change-Point Detection Under Dependence Based on Two-Sample U-Statistics (Q5272949) (← links)
• TESTING FOR CHANGES IN KENDALL’S TAU (Q5371153) (← links)
• Sequential block bootstrap in a Hilbert space with application to change point analysis (Q5507360) (← links)
• A Projection-Based Nonparametric Test of Conditional Quantile Independence (Q5860974) (← links)
• An empirical central limit theorem for intermittent maps (Q5961961) (← links)
• A Bayesian Approach to Modeling Biological Pattern Formation with Limited Data (Q6074542) (← links)
• Loss function-based change point detection in risk measures (Q6113344) (← links)
• Data based quantification of synchronization (Q6154251) (← links)
• Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data (Q6167552) (← links)
• On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm (Q6167703) (← links)
• Weak convergence of the conditional U-statistics for locally stationary functional time series (Q6493980) (← links)