Pages that link to "Item:Q2731944"
From MaRDI portal
The following pages link to Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation (Q2731944):
Displaying 50 items.
- Multivariate generalized linear-statistics of short range dependent data (Q259201) (← links)
- Risk, jumps, and diversification (Q292155) (← links)
- Strong approximation results for the empirical process of stationary sequences (Q378823) (← links)
- Approximating class approach for empirical processes of dependent sequences indexed by functions (Q396010) (← links)
- A simple variance inequality for \(U\)-statistics of a Markov chain with applications (Q426715) (← links)
- An empirical process central limit theorem for multidimensional dependent data (Q457103) (← links)
- Limit theorems for von Mises statistics of a measure preserving transformation (Q466892) (← links)
- A note on r-processes (Q467900) (← links)
- Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales (Q473167) (← links)
- Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
- On strong causal binomial approximation for stochastic processes (Q478653) (← links)
- \(U\)-statistics of Ornstein-Uhlenbeck branching particle system (Q482785) (← links)
- Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes (Q497762) (← links)
- Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
- Bahadur representation for \(U\)-quantiles of dependent data (Q538185) (← links)
- Empirical processes of multidimensional systems with multiple mixing properties (Q544505) (← links)
- Asymptotic properties of \(U\)-processes under long-range dependence (Q638797) (← links)
- New techniques for empirical processes of dependent data (Q734659) (← links)
- Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location (Q764479) (← links)
- \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data (Q765877) (← links)
- Statistical approach for parameter identification by Turing patterns (Q827856) (← links)
- Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes (Q853838) (← links)
- An empirical central limit theorem for dependent sequences (Q873610) (← links)
- Probability and moment inequalities for sums of weakly dependent random variables, with applications (Q886114) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Erratum to ``An empirical central limit theorem for dependent sequences'' [Stochastic Proc. Appl. 117 (2007) 121-142] (Q1019626) (← links)
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
- Empirical distributions in marked point processes (Q1045797) (← links)
- Weak convergence of the linear rank statistics under strong mixing conditions (Q1686360) (← links)
- A tail adaptive approach for change point detection (Q1755109) (← links)
- New dependence coefficients. Examples and applications to statistics (Q1779992) (← links)
- Some remarks on coupling of dependent random variables (Q1871329) (← links)
- On weighted \(U\)-statistics for stationary processes. (Q1879839) (← links)
- Correlation integral likelihood for stochastic differential equations (Q2001218) (← links)
- Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data (Q2043739) (← links)
- Empirical process theory for locally stationary processes (Q2073222) (← links)
- An asymptotic test for constancy of the variance under short-range dependence (Q2073717) (← links)
- Empirical process theory for nonsmooth functions under functional dependence (Q2154954) (← links)
- A renewal approach to Markovian \(U\)-statistics (Q2261896) (← links)
- Robust parameter estimation of chaotic systems (Q2282743) (← links)
- Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences (Q2335548) (← links)
- Almost sure central limit theorems for functionals of absolutely regular processes with application to \(U\)-statistics (Q2470504) (← links)
- A new covariance inequality and applications. (Q2574576) (← links)
- Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain (Q2692922) (← links)
- Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data (Q2694801) (← links)
- Bootstrap for<i>U</i>-statistics: a new approach (Q2832018) (← links)
- Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes (Q2892929) (← links)
- Almost sure representations of weighted<i>U</i>-statistics with applications (Q3509725) (← links)
- EMPIRICAL INVARIANCE PRINCIPLE FOR ERGODIC TORUS AUTOMORPHISMS: GENERICITY (Q3520404) (← links)
- Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence (Q4604008) (← links)
