Pages that link to "Item:Q2644329"
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The following pages link to Maximal moment inequality for partial sums of strong mixing sequences and application (Q2644329):
Displaying 50 items.
- Some conditional results for conditionally strong mixing sequences of random variables (Q365815) (← links)
- Some inequalities for a LNQD sequence with applications (Q385868) (← links)
- Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors (Q391889) (← links)
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
- A Berry-Esseen type bound for the kernel density estimator based on a weakly dependent and randomly left truncated data (Q502316) (← links)
- Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
- Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models (Q513689) (← links)
- Empirical likelihood for semi-varying coefficient models for panel data with fixed effects (Q530374) (← links)
- A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure (Q712518) (← links)
- A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables (Q766218) (← links)
- The asymptotic normality of internal estimator for nonparametric regression (Q824757) (← links)
- Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data (Q962201) (← links)
- A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples (Q1012537) (← links)
- A maximal moment inequality for \(\alpha \)-mixing sequences and its applications (Q1030155) (← links)
- On optimal estimation of a non-smooth mode in a nonparametric regression model with \(\alpha \)-mixing errors (Q1039478) (← links)
- Asymptotic normality of estimators in heteroscedastic errors-in-variables model (Q1621668) (← links)
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
- Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors (Q1935687) (← links)
- Asymptotic normality of wavelet estimator in heteroscedastic model with \(\alpha\)-mixing errors (Q1937774) (← links)
- Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors (Q2038963) (← links)
- On CUSUM test for dynamic panel models (Q2059108) (← links)
- Asymptotic properties of wavelet estimators in heteroscedastic semiparametric model based on negatively associated innovations (Q2068115) (← links)
- Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
- Asymptotic properties for estimators in a semiparametric EV model with NA errors and missing responses (Q2122276) (← links)
- Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors (Q2219873) (← links)
- Berry-Esseen type bounds in heteroscedastic semi-parametric model (Q2276178) (← links)
- Complete moment convergence for weighted sums of negatively superadditive dependent random variables (Q2340961) (← links)
- Asymptotics of a wavelet estimator in the nonparametric regression model with repeated measurements under a NA error process (Q2341011) (← links)
- Asymptotic normality of wavelet estimator for strong mixing errors (Q2510891) (← links)
- Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes (Q2637519) (← links)
- Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (Q2674491) (← links)
- Berry–Esseen type bounds in heteroscedastic errors-in-variables model (Q2816854) (← links)
- A Berry-Esseen Type Bound of Wavelet Estimator Under Linear Process Errors Based on a Strong Mixing Sequence (Q2873912) (← links)
- Asymptotic Normality of Estimators in Heteroscedastic Semi-Parametric Model with Strong Mixing Errors (Q2920027) (← links)
- Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors (Q2980050) (← links)
- Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors (Q3021193) (← links)
- Asymptotic normality in conditional wavelet density with left-truncated α-mixing observations (Q3168668) (← links)
- (Q3305764) (← links)
- The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model (Q4618068) (← links)
- Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with <i>α</i>-mixing errors (Q4987230) (← links)
- Maximal moment inequality for partial sums of ρ-mixing sequences and its applications (Q5000438) (← links)
- Asymptotic properties of LS estimator in nonlinear functional EV models (Q5039798) (← links)
- The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model with <i>α</i>-mixing errors (Q5064927) (← links)
- The asymptotic normality of the linear weighted estimator in nonparametric regression models (Q5078423) (← links)
- Uniformly strong consistency and Berry-Esseen bound of frequency polygons for <i>α</i>-mixing samples (Q5086157) (← links)
- Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure (Q5177577) (← links)
- Berry-Esseen type bounds of the estimators in a semiparametric model under linear process errors with <i>α</i>-mixing dependent innovations (Q5228858) (← links)
- ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS (Q5371156) (← links)
- On complete convergence for strong mixing sequences (Q5411904) (← links)
