Pages that link to "Item:Q1613665"
From MaRDI portal
The following pages link to A new weak dependence condition and applications to moment inequalities (Q1613665):
Displaying 50 items.
- Simultaneous nonparametric inference of time series (Q988010) (← links)
- Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory (Q996979) (← links)
- Augmented GARCH sequences: Dependence structure and asymptotics (Q1002569) (← links)
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
- Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Nearest neighbor conditional estimation for Harris recurrent Markov chains (Q1036785) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- Algorithmes stochastiques à bruit dépendant (Dependent noise for stochastic algorithms). (Q1415531) (← links)
- Asymptotic normality of the kernel estimate of a probability density function under association (Q1590829) (← links)
- Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data (Q1621674) (← links)
- Infinite-order, long-memory heterogeneous autoregressive models (Q1623535) (← links)
- Sieve maximum likelihood estimation of the spatial autoregressive Tobit model (Q1706448) (← links)
- Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
- ArCo: an artificial counterfactual approach for high-dimensional panel time-series data (Q1739593) (← links)
- Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise (Q1750086) (← links)
- Subsampling weakly dependent time series and application to extremes (Q1761535) (← links)
- Coupling for \(\tau\)-dependent sequences and applications (Q1770896) (← links)
- New dependence coefficients. Examples and applications to statistics (Q1779992) (← links)
- A note on estimating the conditional expectation under censoring and association: strong uniform consistency (Q1785812) (← links)
- A note on the almost sure central limit theorem for some dependent random variables. (Q1812036) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Change point estimation for a weakly dependent sequence (Q1854702) (← links)
- Martingale approximations for sums of stationary processes. (Q1879842) (← links)
- Some recent theory for autoregressive count time series (Q1936528) (← links)
- Comments on: Some recent theory for autoregressive count time series (Q1936529) (← links)
- The almost sure central limit theorems for the maxima of sums under some new weak dependence assumptions (Q1940872) (← links)
- Sparsity considerations for dependent variables (Q1952207) (← links)
- On a nonparametric resampling scheme for Markov random fields (Q1952237) (← links)
- Dependent functional data (Q1952694) (← links)
- A triangular central limit theorem under a new weak dependence condition (Q1975354) (← links)
- Limit theorems for network dependent random variables (Q2024457) (← links)
- Reduction principle for functionals of strong-weak dependent vector random fields (Q2032341) (← links)
- Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence (Q2073208) (← links)
- On bandwidth selection problems in nonparametric trend estimation under martingale difference errors (Q2073219) (← links)
- A new framework for distance and kernel-based metrics in high dimensions (Q2074298) (← links)
- Estimation of time series models using residuals dependence measures (Q2105206) (← links)
- Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields (Q2170362) (← links)
- The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
- Multivariate count autoregression (Q2278669) (← links)
- Time series modeling on dynamic networks (Q2283569) (← links)
- Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods (Q2325378) (← links)
- Data driven smooth test of comparison for dependent sequences (Q2350057) (← links)
- A note on the asymptotic distribution of lasso estimator for correlated data (Q2392488) (← links)
- Density estimation for spatial-temporal models (Q2392918) (← links)
- Pointwise adaptive estimation of the marginal density of a weakly dependent process (Q2407072) (← links)
- Mixing properties and central limit theorem for associated point processes (Q2419655) (← links)
- Change point estimation by local linear smoothing under a weak dependence condition (Q2440595) (← links)
- Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
- The theta-dependence coefficient and an almost sure limit theorem for random iterative models (Q2482127) (← links)
