Pages that link to "Item:Q788385"

The following pages link to Approximation theorems for strongly mixing random variables (Q788385):

Displaying 47 items.

• A semiparametric single index model with heterogeneous impacts on an unobserved variable (Q473340) (← links)
• Strong approximation of partial sums under dependence conditions with application to dynamical systems (Q655330) (← links)
• Mildly explosive autoregression with mixing innovations (Q684059) (← links)
• Strong consistency and rates for deconvolution of multivariate densities of stationary processes (Q689165) (← links)
• Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence (Q707051) (← links)
• Edgeworth expansions for Studentized statistics under weak dependence (Q847642) (← links)
• Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes (Q853838) (← links)
• Bootstrapping the empirical distribution function of a spatial process (Q882912) (← links)
• Assessing the dependence structure of the components of hybrid time series processes using mutual information (Q904299) (← links)
• An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables (Q910095) (← links)
• Strong approximation for a class of stationary processes (Q1001848) (← links)
• Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
• Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
• Invariance principles under a two-part mixing assumption (Q1086909) (← links)
• On a measure of symmetry for stationary random sequences (Q1201197) (← links)
• Kernel estimation of the survival function and hazard rate under weak dependence (Q1262045) (← links)
• Rank statistics for serial dependence (Q1262061) (← links)
• Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples (Q1286706) (← links)
• Density estimation for time series by histograms (Q1330219) (← links)
• Nonparametric time series regression (Q1336524) (← links)
• Kernel density estimation under weak dependence with sampled data (Q1360977) (← links)
• Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series (Q1378763) (← links)
• Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series (Q1382534) (← links)
• On the accuracy of multivariate compound Poisson approximation. (Q1423267) (← links)
• Approximation and exponential inequalities for sums of dependent random vectors (Q1598479) (← links)
• Deconvolving multidimensional density from partially contaminated observations (Q1600747) (← links)
• Weak convergence of the linear rank statistics under strong mixing conditions (Q1686360) (← links)
• Coupling for \(\tau\)-dependent sequences and applications (Q1770896) (← links)
• New dependence coefficients. Examples and applications to statistics (Q1779992) (← links)
• Kernel density estimation under dependence (Q1813323) (← links)
• Some remarks on coupling of dependent random variables (Q1871329) (← links)
• Improved Hoeffding inequality for dependent bounded or sub-Gaussian random variables (Q2038279) (← links)
• The asymptotic distributions of the largest entries of sample correlation matrices under an \(\alpha\)-mixing assumption (Q2106858) (← links)
• Strong invariance principles for dependent random variables (Q2460327) (← links)
• Bootstrap for<i>U</i>-statistics: a new approach (Q2832018) (← links)
• Asymptotic normality in conditional wavelet density with left-truncated α-mixing observations (Q3168668) (← links)
• Multivariate regression estimation with errors-in-variables for stationary processes (Q3432363) (← links)
• Nonlinear wavelet estimator of the regression function under left-truncated dependent data (Q3569203) (← links)
• Moment inequalities for mixing sequences of random variables (Q3756215) (← links)
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES (Q4337819) (← links)
• On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions (Q4434424) (← links)
• Online Kernel estimation of stationary stochastic diffusion models (Q4555126) (← links)
• On nonparametric classification for weakly dependent functional processes (Q4578061) (← links)
• Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction (Q4905914) (← links)
• Subsampling Continuous Parameter Random Fields and a Bernstein Inequality (Q4943297) (← links)
• Consistency of the simple mode of a density for spatial processes (Q5078832) (← links)
• On the rate of convergence for the length of the longest common subsequences in hidden Markov models (Q5226258) (← links)