Pages that link to "Item:Q1902947"
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The following pages link to The functional law of the iterated logarithm for stationary strongly mixing sequences (Q1902947):
Displaying 50 items.
- Nonparametric estimation of structural change points in volatility models for time series (Q262749) (← links)
- Nonparametric regression on random fields with random design using wavelet method (Q265664) (← links)
- On consistency of minimum description length model selection for piecewise autoregressions (Q308393) (← links)
- Asymptotic normality of numbers of observations near order statistics from stationary processes (Q334054) (← links)
- On the adaptive wavelet deconvolution of a density for strong mixing sequences (Q457615) (← links)
- Bahadur representation for \(U\)-quantiles of dependent data (Q538185) (← links)
- Adaptive wavelet estimation of a biased density for strongly mixing sequences (Q539383) (← links)
- Strong approximation of partial sums under dependence conditions with application to dynamical systems (Q655330) (← links)
- Statistical inference for a single-index varying-coefficient model (Q746298) (← links)
- Wavelet density estimation for mixing and size-biased data (Q824692) (← links)
- Kernel regression estimation for random fields (Q866620) (← links)
- Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (Q963848) (← links)
- Strong approximation for a class of stationary processes (Q1001848) (← links)
- A nonparametric goodness-of-fit test for a class of parametric autoregressive models (Q1299430) (← links)
- Functional estimation for time series: Uniform convergence properties (Q1299530) (← links)
- Estimation and test of linearity for a class of additive nonlinear models (Q1305278) (← links)
- The asymptotics of waiting times between stationary processes, allowing distortion (Q1305418) (← links)
- Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series (Q1378763) (← links)
- Kernel density estimation for random fields. (Density estimation for random fields) (Q1382233) (← links)
- Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation (Q1382470) (← links)
- Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence (Q1570294) (← links)
- Coupling for \(\tau\)-dependent sequences and applications (Q1770896) (← links)
- Large deviations for template matching between point processes (Q1774215) (← links)
- Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting (Q1861386) (← links)
- Some remarks on coupling of dependent random variables (Q1871329) (← links)
- The functional central limit theorem under the strong mixing condition (Q1872529) (← links)
- Strong convergence of estimators in nonlinear autoregressive models (Q1873108) (← links)
- Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains (Q1958515) (← links)
- Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes (Q1969138) (← links)
- On the law of the iterated logarithm and strong invariance principles in stochastic geometry (Q2040086) (← links)
- Convergence rates of wavelet density estimators for strongly mixing samples (Q2043541) (← links)
- Empirical process theory for locally stationary processes (Q2073222) (← links)
- Sparsely observed functional time series: estimation and prediction (Q2180058) (← links)
- Nonparametric pointwise estimation for a regression model with multiplicative noise (Q2240744) (← links)
- Wavelet regression estimations with strong mixing data (Q2324281) (← links)
- Nonparametric adaptive density estimation on random fields using wavelet method (Q2339576) (← links)
- The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes (Q2389232) (← links)
- Confidence intervals of variance functions in generalized linear model (Q2431957) (← links)
- Asymptotic behavior of central order statistics from stationary processes (Q2434484) (← links)
- Strong invariance principles for dependent random variables (Q2460327) (← links)
- Law of the iterated logarithm for stationary processes (Q2468423) (← links)
- Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes (Q2469666) (← links)
- Semi-parametric estimation of partially linear single-index models (Q2493137) (← links)
- Testing predictive regression models with nonstationary regressors (Q2512593) (← links)
- SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES (Q2845027) (← links)
- Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains (Q2954049) (← links)
- TESTING INSTABILITY IN A PREDICTIVE REGRESSION MODEL WITH NONSTATIONARY REGRESSORS (Q3453246) (← links)
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA (Q3632398) (← links)
- Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence (Q3842735) (← links)
- Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations (Q4269518) (← links)
