The following pages link to Mixing: Properties and examples (Q1320432):
Displayed 50 items.
- Detection of multiple changes in a sequence of dependent variables (Q120317) (← links)
- Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence (Q707051) (← links)
- Nonparametric density estimation for linear processes with infinite variance (Q730761) (← links)
- SiZer analysis for the comparison of time series (Q730818) (← links)
- The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables (Q732151) (← links)
- On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (Q734550) (← links)
- Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes (Q853838) (← links)
- Asymptotic normality for the wavelets estimator of the additive regression components (Q857121) (← links)
- Nonparametric regression with heteroscedastic long memory errors (Q861203) (← links)
- Almost sure convergence of the \(k_{T}\)-occupation time density estimator (Q869470) (← links)
- Nonparametric regression estimation for random fields in a fixed-design (Q882908) (← links)
- Probability and moment inequalities for sums of weakly dependent random variables, with applications (Q886114) (← links)
- Kernel regression estimation for continuous spatial processes (Q926975) (← links)
- A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\) (Q927262) (← links)
- Strong pointwise consistency of the \(k_T\)-occupation time density estimator (Q930089) (← links)
- A locally asymptotically powerful test for nonlinear autoregressive models (Q931815) (← links)
- Weakly dependent chains with infinite memory (Q952736) (← links)
- Nonparametric estimation of level sets under minimal assumptions (Q956388) (← links)
- Variable selection in neural network regression models with dependent data: a subsampling approach (Q957121) (← links)
- Strong convergence in nonparametric regression with truncated dependent data (Q958915) (← links)
- Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing (Q962014) (← links)
- Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data (Q962201) (← links)
- Weakly dependent functional data (Q973886) (← links)
- Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations (Q976952) (← links)
- Strong consistency of kernel estimates of regression function under dependence (Q984002) (← links)
- Complexity-penalized estimation of minimum volume sets for dependent data (Q990877) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory (Q996979) (← links)
- A note on asymptotic parametric prediction (Q999007) (← links)
- Nonparametric regression estimation with general parametric error covariance (Q1000563) (← links)
- Bootstrap inference in local polynomial regression of time series (Q1001747) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
- A generalization of Hoeffding's lemma, and a new class of covariance inequalities (Q1007352) (← links)
- Learning near-optimal policies with Bellman-residual minimization based fitted policy iteration and a single sample path (Q1009248) (← links)
- A Berry-Esseen theorem for sample quantiles under weak dependence (Q1009481) (← links)
- A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples (Q1012537) (← links)
- Sharp error terms for return time statistics under mixing conditions (Q1014064) (← links)
- Laplace approximation for stochastic line integrals (Q1017895) (← links)
- Adaptive density deconvolution with dependent inputs (Q1019531) (← links)
- Plug-in bandwidth selection in kernel hazard estimation from dependent data (Q1020678) (← links)
- Regular variation and related results for the multivariate GARCH\((p,q)\) model with constant conditional correlations (Q1021853) (← links)
- Neural networks for bandwidth selection in local linear regression of time series (Q1023573) (← links)
- On the asymptotical normality of statistical solutions for harmonic crystals in half-space (Q1033802) (← links)
- Statistical inference for reciprocal gamma diffusion process (Q1036702) (← links)
- Nearest neighbor conditional estimation for Harris recurrent Markov chains (Q1036785) (← links)
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
- Empirical likelihood estimation of discretely sampled processes of OU type (Q1041558) (← links)
- Subspace estimation and prediction methods for hidden Markov models (Q1043726) (← links)
- Empirical distributions in marked point processes (Q1045797) (← links)
- Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables (Q1265971) (← links)