Pages that link to "Item:Q2641624"
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The following pages link to Weak dependence. With examples and applications. (Q2641624):
Displayed 50 items.
- Fréchet differentiability in statistical inference for time series (Q257586) (← links)
- Variance inequalities for quadratic forms with applications (Q259859) (← links)
- Kernel estimators of mode under \(\psi\)-weak dependence (Q263257) (← links)
- Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications (Q300515) (← links)
- Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- Strong approximation results for the empirical process of stationary sequences (Q378823) (← links)
- Parametric estimation of hidden stochastic model by contrast minimization and deconvolution (Q378917) (← links)
- Approximating class approach for empirical processes of dependent sequences indexed by functions (Q396010) (← links)
- Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230) (← links)
- Recursive kernel estimation of the density under \(\eta\)-weak dependence (Q397233) (← links)
- On binary and categorical time series models with feedback (Q406539) (← links)
- Adjustment coefficient for risk processes in some dependent contexts (Q429976) (← links)
- On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
- Relative stability in strictly stationary random sequences (Q436291) (← links)
- Model selection for weakly dependent time series forecasting (Q442082) (← links)
- Strong mixing properties of max-infinitely divisible random fields (Q454868) (← links)
- Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- Qualitative robustness of estimators on stochastic processes (Q504178) (← links)
- Subsampling methods for genomic inference (Q542926) (← links)
- Empirical processes of multidimensional systems with multiple mixing properties (Q544505) (← links)
- A multivariate semi-logistic autoregressive process and its characterization (Q553089) (← links)
- A multivariate version of Hoeffding's phi-square (Q604371) (← links)
- Evaluation for moments of a ratio with application to regression estimation (Q605896) (← links)
- Limit theorem for random walk in weakly dependent random scenery (Q629792) (← links)
- Optimal model selection for density estimation of stationary data under various mixing condi\-tions (Q651014) (← links)
- Split invariance principles for stationary processes (Q653310) (← links)
- A law of large numbers result for a bifurcating process with an infinite moving average representation (Q654489) (← links)
- On weak dependence conditions: the case of discrete valued processes (Q712525) (← links)
- A note on the Lynden-Bell estimator under association (Q712539) (← links)
- Regression estimation by local polynomial fitting for multivariate data streams (Q725697) (← links)
- A local factor nonparametric test for trend synchronism in multiple time series (Q739586) (← links)
- Weak dependence, models and some applications (Q745335) (← links)
- \(M\)-estimation of the regression function under random left truncation and functional time series model (Q779694) (← links)
- Moment bounds for large autocovariance matrices under dependence (Q785402) (← links)
- Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
- Asymptotics for a class of dependent random variables (Q894573) (← links)
- Phantom distribution functions for some stationary sequences (Q897845) (← links)
- Stability of expected \(L\)-statistics against weak dependence of observations (Q900550) (← links)
- Estimating beta-mixing coefficients via histograms (Q902219) (← links)
- Weakly dependent chains with infinite memory (Q952736) (← links)
- The functional central limit theorem for a family of GARCH observations with applications (Q952866) (← links)
- Fractional multiplicative processes (Q985348) (← links)
- Augmented GARCH sequences: Dependence structure and asymptotics (Q1002569) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- Testing for changes in the covariance structure of linear processes (Q1011543) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Simpler PAC-Bayesian bounds for hostile data (Q1640576) (← links)
- Spatial risk measures and applications to max-stable processes (Q1692083) (← links)