Conditions for linear processes to be strong-mixing
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(only showing first 100 items - show all)- Testing for changes in the covariance structure of linear processes
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- Asymptotic properties for an M-estimator of the regression function with truncation and dependent data
- On the adaptive wavelet deconvolution of a density for strong mixing sequences
- Adaptive estimation of an additive regression function from weakly dependent data
- Consistency of kernel density estimators for causal processes
- M-procedures for detection of changes for dependent observations
- Nonparametric estimation of probability density functions for irregularly observed spatial data
- Asymptotic normality of conditional density estimation under truncated, censored and dependent data
- Minimum distance estimation in linear regression with strong mixing errors
- Uniformly strong consistency and Berry-Esseen bound of frequency polygons for α-mixing samples
- Berry-Esseen type bounds of the estimators in a semiparametric model under linear process errors with \(\alpha\)-mixing dependent innovations
- Confidence intervals for probability density functions under strong mixing samples
- Wavelet estimation of a density in a GARCH-type model
- Adaptive wavelet estimation of a biased density for strongly mixing sequences
- Fixed-design regression for linear time series
- Kernel density estimation for linear processes
- Average regression surface for dependent data
- Estimating a distribution function for censored time series data
- Kernel estimation for time series: an asymptotic theory
- Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach
- Time-varying multivariate causal processes
- Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models
- Some improved results on Berry–Esséen bounds for strong mixing random variables and applications
- Strong law of large numbers for pairwise positive quadrant dependent random variables
- Wavelet estimation of conditional density with truncated, censored and dependent data
- Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process
- The Berry-Esséen type bound of sample quantiles for strong mixing sequence
- Asymptotic results of error density estimator in nonlinear autoregressive models
- Comments on ``Unbiased estimates for moments and cumulants in linear regression
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