Pages that link to "Item:Q980738"
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The following pages link to Basic properties of strong mixing conditions. A survey and some open questions (Q980738):
Displaying 50 items.
- Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
- Spectral estimation of Hawkes processes from count data (Q128141) (← links)
- M-estimation with incomplete and dependent multivariate data (Q128879) (← links)
- Testing for (in)finite moments (Q138542) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications (Q300515) (← links)
- Identifying the spectral representation of Hilbertian time series (Q312080) (← links)
- Large jumps of \(q\)-Ornstein-Uhlenbeck processes (Q312098) (← links)
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks (Q341892) (← links)
- Almost everywhere convergence of a wavelet thresholding risk estimate in a model with correlated noise (Q344025) (← links)
- Partial sums of biased random multiplicative functions (Q344145) (← links)
- On the asymptotic normality of frequency polygons for strongly mixing spatial processes (Q376706) (← links)
- Conditional estimation for dependent functional data (Q391792) (← links)
- Extremal behavior of pMAX processes (Q395963) (← links)
- Estimation of the transition density of a Markov chain (Q405506) (← links)
- Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap (Q424699) (← links)
- Computing and estimating information matrices of weak ARMA models (Q425392) (← links)
- Adjustment coefficient for risk processes in some dependent contexts (Q429976) (← links)
- Boundary behavior in high dimension, low sample size asymptotics of PCA (Q432317) (← links)
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes (Q442076) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- Strong mixing properties of max-infinitely divisible random fields (Q454868) (← links)
- Nonparametric link prediction in large scale dynamic networks (Q470494) (← links)
- A semiparametric single index model with heterogeneous impacts on an unobserved variable (Q473340) (← links)
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
- Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
- A Poisson INAR(1) model with serially dependent innovations (Q496093) (← links)
- On the spectral density of stationary processes and random fields (Q504006) (← links)
- Qualitative robustness of estimators on stochastic processes (Q504178) (← links)
- Intermittency of superpositions of Ornstein-Uhlenbeck type processes (Q505564) (← links)
- Weak convergence of multivariate partial maxima processes (Q511987) (← links)
- Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
- Hitting and returning to rare events for all alpha-mixing processes (Q550135) (← links)
- A multivariate semi-logistic autoregressive process and its characterization (Q553089) (← links)
- Stability analysis of adaptive filters with regression vector nonlinearities (Q553782) (← links)
- A modified functional delta method and its application to the estimation of risk functionals (Q604360) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- On Marcinkiewicz-Zygmund laws (Q615940) (← links)
- Autoregressive process modeling via the Lasso procedure (Q631620) (← links)
- Structural changes and unit roots in non-stationary time series (Q643410) (← links)
- A local limit theorem for a transient chaotic walk in a frozen environment (Q645598) (← links)
- Regularized least-squares regression: learning from a sequence (Q645620) (← links)
- Classification with non-i.i.d. sampling (Q652859) (← links)
- A normal inverse Gaussian model for a risky asset with dependence (Q654485) (← links)
- Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808) (← links)
- Comments on ``Unbiased estimates for moments and cumulants in linear regression'' (Q665069) (← links)
- A large deviation inequality for \(\beta\)-mixing time series and its applications to the functional kernel regression model (Q680473) (← links)
- Conjugate processes: theory and application to risk forecasting (Q681983) (← links)
