Pages that link to "Item:Q1058250"
From MaRDI portal
The following pages link to Some mixing properties of time series models (Q1058250):
Displayed 50 items.
- Geometric absolute regularity of Banach space-valued autoregressive processes. (Q1871334) (← links)
- Asymptotic normality of a smooth estimate of a random field distribution function under association (Q1897099) (← links)
- Some recent theory for autoregressive count time series (Q1936528) (← links)
- Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band (Q2249844) (← links)
- A test for second order stationarity of a multivariate time series (Q2343767) (← links)
- Local linear spatial regression (Q2388333) (← links)
- Asymptotic behavior of central order statistics from stationary processes (Q2434484) (← links)
- Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours (Q2439271) (← links)
- A Fourier analysis of extreme events (Q2448713) (← links)
- Blockwise bootstrap testing for stationarity (Q2489865) (← links)
- M-estimators with non-standard rates of convergence and weakly dependent data (Q2491851) (← links)
- Qualitative robustness of statistical functionals under strong mixing (Q2515504) (← links)
- Inference for mean change-point in infinite variance \(AR(p)\) process (Q2518944) (← links)
- A new covariance inequality and applications. (Q2574576) (← links)
- Universally consistent conditional \(U\)-statistic for absolutely regular processes and its applications for hidden Markov models (Q2581129) (← links)
- Asymptotic linearity of serial and nonserial multivariate signed rank statistics (Q2581796) (← links)
- Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes (Q2640989) (← links)
- Highly efficient weighted for autoregression wilcoxon estimes for autoregression (Q2716940) (← links)
- Tests for Linearity in Star Models: Supwald and Lm-Type Tests (Q2817313) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- On Asymptotic Normality of the Local Polynomial Regression Estimator with Stochastic Bandwidths (Q2884904) (← links)
- A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (Q2930878) (← links)
- Limit theorems for the discount sums of moving averages (Q2930896) (← links)
- EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR DEPENDENT DURATION DATA (Q3081464) (← links)
- PARTIALLY LINEAR MODELS WITH UNIT ROOTS (Q3375344) (← links)
- UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES (Q3377434) (← links)
- Joint asymptotic normality of kernel estimates under dependence conditions, with application to hazard rate (Q3432320) (← links)
- Local<i>L</i>-estimators for nonparametric regression under dependence (Q3432398) (← links)
- Non‐parametric Regression with Dependent Censored Data (Q3608263) (← links)
- Moment inequalities for mixing sequences of random variables (Q3756215) (← links)
- RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS (Q3809088) (← links)
- Root-n-consistent estimation of partially linear time series models (Q3836400) (← links)
- On goodness-of-fit tests for weakly dependent processes using kernel method (Q3836406) (← links)
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
- On multivariate variable-kernel density estimates for time series (Q3993626) (← links)
- ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM (Q4012961) (← links)
- Nonparametric forecasting: a comparison of three kernel-based methods (Q4214004) (← links)
- Asymptotics of minimum distance estimator in linear regression models under strong mixing (Q4214005) (← links)
- Kernel density estimation for random fields: The<i>L</i><sub>1</sub>Theory (Q4345893) (← links)
- Prediction and nonparametric estimation for time series with heavy tails (Q4431622) (← links)
- GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS (Q4540727) (← links)
- An Empirical Likelihood Goodness-of-Fit Test for Time Series (Q4672184) (← links)
- Testing in partial linear regression models with dependent errors (Q4709839) (← links)
- Nonparametric estimation of density, regression and dependence coefficients (Q4806546) (← links)
- LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES (Q4837793) (← links)
- Confidence intervals for probability density functions under strong mixing samples (Q5256284) (← links)
- A nonparametric test for the change of the density function under association (Q5297091) (← links)
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
- ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE (Q5397669) (← links)
- GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION (Q5751767) (← links)