The following pages link to (Q4335412):
Displayed 37 items.
- Empirical likelihood for partially time-varying coefficient models with dependent observations (Q2892916) (← links)
- Limit theorems for the discount sums of moving averages (Q2930896) (← links)
- On Some Properties of Autopersistence Functions and Autopersistence Graphs (Q2931562) (← links)
- The Invariant Measures of Markov Chains on Product Spaces and a Measurement of Dependence (Q3005151) (← links)
- Temporal aggregation of Markov-switching financial return models (Q3077477) (← links)
- Local Linear M-estimation in non-parametric spatial regression (Q3077650) (← links)
- A Consistent Estimator for Linear Models with Dependent Observations (Q3155394) (← links)
- Assessing the Goodness-of-Fit of Hidden Markov Models (Q3442975) (← links)
- Estimation of the Entropy Functional from Dependent Samples (Q3593576) (← links)
- Subsampling Variance Estimation for Non‐stationary Spatial Lattice Data (Q3608251) (← links)
- RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS (Q4554606) (← links)
- The Spitzer law for ψ-mixing random variables (Q4561073) (← links)
- (Q4986380) (← links)
- On Kolmogorov’s converse inequality for dependent random variables (Q5005985) (← links)
- Unbalanced multi-drawing urn with random addition matrix (Q5009823) (← links)
- Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures (Q5016826) (← links)
- Inference for Structural Breaks in Spatial Models (Q5041341) (← links)
- (Q5043236) (← links)
- Local linear estimation of a generalized regression function with functional dependent data (Q5075492) (← links)
- Further research on limit theorems for self-normalized sums (Q5085583) (← links)
- Asymptotic results of semi-functional partial linear regression estimate under functional spatial dependency (Q5104521) (← links)
- Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions (Q5130252) (← links)
- Estimation of the limit variance for sums under a new weak dependence condition (Q5147565) (← links)
- Wavelet estimation in time-varying coefficient time series models with measurement errors (Q5160193) (← links)
- Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure (Q5177577) (← links)
- Exponential Inequalities for the Distributions of Canonical Multiple Partial Sum Processes (Q5232085) (← links)
- Some preliminary results on conditionally ψ-mixing sequences of random variables (Q5265788) (← links)
- Terminal-Dependent Statistical Inferences for FBSDE (Q5416840) (← links)
- Variable selection for partially time-varying coefficient error-in-variables models (Q5739665) (← links)
- On the rates of asymptotic normality for recursive kernel density estimators under <i>ϕ</i>-mixing assumptions (Q5742400) (← links)
- Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences (Q5899430) (← links)
- Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences (Q5901238) (← links)
- Asymptotic behaviour of critical decomposable 2-type Galton-Watson processes with immigration (Q6044256) (← links)
- On mixing conditions in proving the asymptotical normality for harmonic crystals (Q6059282) (← links)
- Approximate properties of stochastic functional differential equations with singular perturbations (Q6096989) (← links)
- Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)
- Uniformly strong consistency and the rates of asymptotic normality for the edge frequency polygons (Q6192204) (← links)