Pages that link to "Item:Q1058250"
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The following pages link to Some mixing properties of time series models (Q1058250):
Displayed 50 items.
- A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables (Q766218) (← links)
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863) (← links)
- Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes (Q853838) (← links)
- Estimating beta-mixing coefficients via histograms (Q902219) (← links)
- Some stochastic inequalities and asymptotic normality of serial rank statistics in general linear processes (Q915325) (← links)
- Kernel density estimation on random fields (Q921787) (← links)
- A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\) (Q927262) (← links)
- Asymptotic properties of nonparametric M-estimation for mixing functional data (Q958810) (← links)
- Bahadur representation of nonparametric \(M\)-estimators for spatial processes (Q960615) (← links)
- Nonparametric density estimation for positive time series (Q962247) (← links)
- Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (Q963848) (← links)
- Local linear M-estimation for spatial processes in fixed-design models (Q964814) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence (Q997008) (← links)
- Nonparametric regression estimation with general parametric error covariance (Q1000563) (← links)
- On Berry-Esseen bounds for non-instantaneous filters of linear processes (Q1002555) (← links)
- A maximal moment inequality for \(\alpha \)-mixing sequences and its applications (Q1030155) (← links)
- Mixing properties of ARMA processes (Q1104632) (← links)
- Fixed design regression for time series: Asymptotic normality (Q1185836) (← links)
- Kernel estimation of the survival function and hazard rate under weak dependence (Q1262045) (← links)
- Rank statistics for serial dependence (Q1262061) (← links)
- A consistent nonparametric test for serial independence (Q1298443) (← links)
- Last passage time for the empirical mean of some mixing processes (Q1305286) (← links)
- Nonparametric prediction for random fields (Q1313133) (← links)
- On residual sums of squares in non-parametric autoregression (Q1313134) (← links)
- Conditional empirical, quantile and difference processes for a large class of time series with applications (Q1330216) (← links)
- Density estimation for time series by histograms (Q1330219) (← links)
- Order statistics for nonstationary time series (Q1335371) (← links)
- Asymptotic behavior of \(L\)-statistics for a large class of time series (Q1335372) (← links)
- Probability density estimation from dependent observations using wavelets orthonormal bases (Q1336906) (← links)
- \(M\)-type regression splines involving time series (Q1360970) (← links)
- Minimum distance estimation for random coefficient autoregressive models (Q1365166) (← links)
- Limit theorems for functionals of moving averages (Q1381563) (← links)
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742) (← links)
- Weak convergence of multivariate fractional processes (Q1411878) (← links)
- Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
- On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages (Q1568300) (← links)
- Nonparametric conditional predictive regions for time series (Q1575208) (← links)
- Asymptotic normality of the kernel estimate of a probability density function under association (Q1590829) (← links)
- Mean squared error properties of the kernel-based multi-stage median predictor for time series (Q1612971) (← links)
- Infinite-order, long-memory heterogeneous autoregressive models (Q1623535) (← links)
- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
- Banded spatio-temporal autoregressions (Q1739642) (← links)
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
- Kernel density estimation under dependence (Q1813323) (← links)
- Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series (Q1813537) (← links)
- Minimum distance regression-type estimates with rates under weak dependence (Q1817395) (← links)
- Rank order statistics for time series models (Q1824331) (← links)
- Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection (Q1848887) (← links)
- On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series. (Q1871331) (← links)