Pages that link to "Item:Q5730531"
From MaRDI portal
The following pages link to Some Limit Theorems for Stationary Processes (Q5730531):
Displaying 50 items.
- Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes (Q853838) (← links)
- Asymptotic normality for the wavelets estimator of the additive regression components (Q857121) (← links)
- An empirical central limit theorem for dependent sequences (Q873610) (← links)
- Nonparametric regression estimation for random fields in a fixed-design (Q882908) (← links)
- A general result on almost sure central limit theorem for self-normalized sums for mixing sequences (Q889471) (← links)
- On complete convergence of moving average processes for NSD sequences (Q894293) (← links)
- Weak invariance of generalized U-statistics for nonstationary absolutely regular processes (Q914240) (← links)
- Complete moment convergence of moving average processes under dependence assumptions (Q927355) (← links)
- Convergence rates for probabilities of moderate deviations for moving average processes (Q943502) (← links)
- The functional central limit theorem for a family of GARCH observations with applications (Q952866) (← links)
- Testing spatial randomness based on empirical distribution function: a study on lattice data (Q958764) (← links)
- Weakly dependent functional data (Q973886) (← links)
- Retracted: Convergence of weighted sums for arrays of negatively dependent random variables and its applications. (Q975320) (← links)
- Convergence to Lévy stable processes under some weak dependence conditions (Q988675) (← links)
- Convergence rates of posterior distributions for non iid observations (Q997377) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Plug-in bandwidth selection in kernel hazard estimation from dependent data (Q1020678) (← links)
- Local polynomial estimation in partial linear regression models under dependence (Q1023606) (← links)
- A note on the complete convergence of moving average processes (Q1026336) (← links)
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- Convergence of point processes with weakly dependent points (Q1047155) (← links)
- The convergence of moments in the central limit theorem for stationary phi-mixing processes (Q1055084) (← links)
- Multilinear forms and measures of dependence between random variables (Q1071436) (← links)
- The rate of convergence in the central limit theorem for non-stationary dependent random vectors (Q1103945) (← links)
- Extremal point processes and intermediate quantile functions (Q1120893) (← links)
- Complete convergence of moving average processes under dependence assumptions (Q1126114) (← links)
- Convergence rates in the central limit theorem for stationary mixing sequences of random vectors (Q1138290) (← links)
- Central limit theorems under weak dependence (Q1149169) (← links)
- An almost sure invariance principle for partial sums associated with a random field (Q1149177) (← links)
- Large deviation probabilities for certain dependent processes (Q1154179) (← links)
- Asymptotic memoryless detection of random signals in dependent noise (Q1154183) (← links)
- Empirical distribution functions and functions of order statistics for mixing random variables (Q1155315) (← links)
- A note on nonparametric density estimation for dependent variables using a delta sequence (Q1161007) (← links)
- Laws of the iterated logarithm for transitive \(C^ 2\) Anosov flows and semiflows over maps of the interval (Q1163292) (← links)
- Absolute regularity and functions of Markov chains (Q1167473) (← links)
- Integrated mean square properties of density estimation by orthogonal series methods for dependent variables (Q1168662) (← links)
- A note on weak convergence of mean residual life of stationary mixing random variables (Q1169776) (← links)
- GARCH (1,1) processes are near epoch dependent (Q1175963) (← links)
- Effects of misspecification of lag structure in certain two-variable distributed lag models (Q1192161) (← links)
- Mathematical models with exact renormalization for turbulent transport. II: Fractal interfaces, non-Gaussian statistics and the sweeping effect (Q1193114) (← links)
- Complete convergence of moving average processes (Q1198995) (← links)
- A note on moment bounds for strong mixing sequences (Q1209471) (← links)
- On deviations between empirical and quantile processes for mixing random variables (Q1253071) (← links)
- Kernel estimation of the survival function and hazard rate under weak dependence (Q1262045) (← links)
- Rank statistics for serial dependence (Q1262061) (← links)
- Least-square estimation for regression on random designs for absolutely regular observations (Q1284581) (← links)
- The asymptotics of waiting times between stationary processes, allowing distortion (Q1305418) (← links)
- Limit theorems for mixing sequences without rate assumptions (Q1307506) (← links)