Pages that link to "Item:Q980738"
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The following pages link to Basic properties of strong mixing conditions. A survey and some open questions (Q980738):
Displaying 50 items.
- The extremal index, hitting time statistics and periodicity (Q715212) (← links)
- On the CLT for discrete Fourier transforms of functional time series (Q730448) (← links)
- The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables (Q732151) (← links)
- On the empirical spectral distribution for matrices with long memory and independent rows (Q737178) (← links)
- Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
- Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations (Q764487) (← links)
- Changepoint estimation for dependent and non-stationary panels. (Q778562) (← links)
- Limit theorems for counting large continued fraction digits (Q779822) (← links)
- On the computation of the extremal index for time series (Q781842) (← links)
- Nonparametric regression with warped wavelets and strong mixing processes (Q825064) (← links)
- Extremal clustering in non-stationary random sequences (Q825998) (← links)
- On empirical estimation of mode based on weakly dependent samples (Q830555) (← links)
- Potential well spectrum and hitting time in renewal processes (Q888257) (← links)
- A general result on almost sure central limit theorem for self-normalized sums for mixing sequences (Q889471) (← links)
- Frequency polygon estimation of density function for dependent samples (Q892878) (← links)
- A definition of qualitative robustness for general point estimators, and examples (Q900788) (← links)
- Estimating beta-mixing coefficients via histograms (Q902219) (← links)
- Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
- On \(L_{1}\) bounds for asymptotic normality of some weakly dependent random variables (Q925279) (← links)
- Variance bounding Markov chains (Q930683) (← links)
- Unsupervised slow subspace-learning from stationary processes (Q950200) (← links)
- Constructing processes with prescribed mixing coefficients (Q956363) (← links)
- Learning from dependent observations (Q958916) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Convergence to Lévy stable processes under some weak dependence conditions (Q988675) (← links)
- Complexity-penalized estimation of minimum volume sets for dependent data (Q990877) (← links)
- Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
- Properties of some statistics for AR-ARCH model with application to technical analysis (Q1006014) (← links)
- On limit theorems for continued fractions (Q1014050) (← links)
- Consistency of support vector machines for forecasting the evolution of an unknown ergodic dynamical system from observations with unknown noise (Q1020982) (← links)
- PCA consistency in high dimension, low sample size context (Q1043724) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring (Q1049197) (← links)
- Noise contrastive estimation: asymptotic properties, formal comparison with MC-MLE (Q1616322) (← links)
- Prediction-based estimating functions for stochastic volatility models with noisy data: comparison with a GMM alternative (Q1621997) (← links)
- Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion (Q1623597) (← links)
- A temporal central limit theorem for real-valued cocycles over rotations (Q1633927) (← links)
- Chunked-and-averaged estimators for vector parameters (Q1640975) (← links)
- Some distribution results of the Oppenheim continued fractions (Q1675294) (← links)
- Orthogonal series estimates on strong spatial mixing data (Q1681044) (← links)
- Ergodic properties of generalized Ornstein-Uhlenbeck processes (Q1683812) (← links)
- Dynamic uniqueness for stochastic chains with unbounded memory (Q1688622) (← links)
- Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533) (← links)
- Two-parameter process limits for infinite-server queues with dependent service times via chaining bounds (Q1698763) (← links)
- Consistent estimation of complete neuronal connectivity in large neuronal populations using sparse ``shotgun'' neuronal activity sampling (Q1705032) (← links)
- On the shortest distance between orbits and the longest common substring problem (Q1710399) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- A bound of the \(\beta\)-mixing coefficient for point processes in terms of their intensity functions (Q1726925) (← links)
- An exponential inequality for U-statistics under mixing conditions (Q1745277) (← links)
- Nonparametric density estimation for spatial data with wavelets (Q1750001) (← links)
