Pages that link to "Item:Q5385851"

The following pages link to Nonlinear system theory: Another look at dependence (Q5385851):

Displaying 50 items.

• \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
• Strong approximation for a class of stationary processes (Q1001848) (← links)
• An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
• Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
• Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
• Gaussian approximation for high dimensional vector under physical dependence (Q1708978) (← links)
• Linear process bootstrap unit root test (Q1726769) (← links)
• Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
• Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
• Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
• Stable limit theorems for empirical processes under conditional neighborhood dependence (Q1740523) (← links)
• Variable screening for high dimensional time series (Q1746535) (← links)
• Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
• Relevant change points in high dimensional time series (Q1786570) (← links)
• Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162) (← links)
• Kink estimation in stochastic regression with dependent errors and predictors (Q1952085) (← links)
• Dependent functional data (Q1952694) (← links)
• A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields (Q1957166) (← links)
• Testing for periodicity in functional time series (Q1991685) (← links)
• Distance-based and RKHS-based dependence metrics in high dimension (Q1996774) (← links)
• Asymptotic behavior for Markovian iterated function systems (Q2029769) (← links)
• Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
• Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
• Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data (Q2043739) (← links)
• High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
• Optimal change-point estimation in time series (Q2054501) (← links)
• Empirical process theory for locally stationary processes (Q2073222) (← links)
• Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
• High-dimensional inference for linear model with correlated errors (Q2075037) (← links)
• Asymptotic analysis of synchrosqueezing transform -- toward statistical inference with nonlinear-type time-frequency analysis (Q2105191) (← links)
• Time series analysis of COVID-19 infection curve: a change-point perspective (Q2106384) (← links)
• High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
• Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process (Q2108477) (← links)
• Simultaneous inference for time-varying models (Q2116345) (← links)
• Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean (Q2131251) (← links)
• Inference for change points in high-dimensional data via selfnormalization (Q2131255) (← links)
• Model-free bootstrap for a general class of stationary time series (Q2136992) (← links)
• Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
• Empirical process theory for nonsmooth functions under functional dependence (Q2154954) (← links)
• Sequential change point detection in high dimensional time series (Q2154962) (← links)
• Strong uniform consistency of the frequency polygon density estimator for stable non-anticipative stochastic processes (Q2170255) (← links)
• Functional weak limit theorem for a local empirical process of non-stationary time series and its application (Q2174984) (← links)
• A note on quadratic forms of stationary functional time series under mild conditions (Q2182632) (← links)
• Self-normalized Cramér type moderate deviations for stationary sequences and applications (Q2186662) (← links)
• Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
• Coupling and perturbation techniques for categorical time series (Q2203638) (← links)
• Estimation and inference for precision matrices of nonstationary time series (Q2215745) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• Uniform nonparametric inference for time series (Q2227073) (← links)
• Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach (Q2233573) (← links)