Convergence Criteria for Multiparameter Stochastic Processes and Some Applications

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Estimating the multivariate extremal index function
Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation
Asymptotic results for the empirical process of stationary sequences
Worst-case estimation for econometric models with unobservable components
Arbitrariness of the pilot estimator in adaptive kernel methods
On the invariance principle for differentiable statistical functionals
Convergence of superpositions of point processes in the space \(D[0,1]^ 2\)
Asymptotic behavior of the local times of a two-parameter random walk with finite variance
Invariance principle for martingales on the plane
Functional limit theorems for linear statistics from sequential ranks
Updating of the Gaussian graphical model through targeted penalized estimation
A note on invariance principles for v. Mises' statistics
On nonparametric tests for symmetry
Asymptotic behavior of multi-response permutation procedures
Convergence of two-parameter stochastic processes
Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap
Invariance principles for U-statistics and von Mises functionals
Checking adequacy of the semiparametric location shift model with censored data
The multitype branching diffusion
Central limit theorems for point processes
Sequential procedures based on M-estimators with discontinuous score functions
On functionals of order statistics
Strong convergence and local limit theorems for functionals of supremum type
Weak convergence of bounded influence regression estimates with applications to repeated significance testing
A note on weak convergence of mean residual life of stationary mixing random variables
Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function
Nonparametric estimates and limit theorems in abstract Skorokhod space
On tail probabilities of Kolmogorov-Smirnov statistic based on strong mixing processes
On the empirical process of multivariate, dependent random variables
Weak convergence inapplied probability
Copula-based dynamic models for multivariate time series
Functional limit theorems for U-statistics in the degenerate case
Distribution results for the occupation measures of continuous Gaussian fields
On the central limit theorem in Banach spaces
Weak compactness of sets of disconnected random fields
Identifying nonlinear covariate effects in semimartingale regression models
Invariance principle for martingale-difference random fields
Error process indexed by bandwidth matrices in multivariate local linear smoothing
On tail probabilities of Kolmogorov-Smirnov statistics based on uniform mixing processes
Regression model fitting with long memory errors
Testing and estimating in the change-point problem of the spectral function
A diffusion approximation result for two parameter processes
Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives
On nonparametric tests for symmetry in \(R^ m\)
Regression rank scores estimation in ANOCOVA
The invariance principle for associated random fields
Multivariate hazard rates under random censorship
Smoothed Cox regression
Asymptotic inference for near unit roots in spatial autoregression
Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.
Some results for robust GM-based estimators in heteroscedastic regression models
Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case
Two-parameter process limits for infinite-server queues with dependent service times via chaining bounds
Applications of distance correlation to time series
From random partitions to fractional Brownian sheets
On a semiparametric survival model with flexible covariate effect
Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models
Cumulative regression function tests for regression models for longitudinal data
A central limit theorem for D(A)-valued processes
Representations, decompositions and sample function continuity of random fields with independent increments
A semigroup characterization of the multiparameter Wiener process
Scale space view of curve estimation.
Regression quantiles for unstable autoregressive models
The empirical process on Gaussian spherical harmonics.
Stopping times and tightness for multiparameter martingales
Asymptotics of some estimators and sequential residual empiricals in nonlinear time series
The change-point problem for dependent observations
On the strong approximation of bootstrapped empirical copula processes with applications
Two-parameter heavy-traffic limits for infinite-server queues with dependent service times
Brownian limits, local limits and variance asymptotics for convex hulls in the ball
Nonparametric inference on structural breaks
Inference for spatial autoregressive models with infinite variance noises
Behavior of the Hermite sheet with respect to the Hurst index
Asymptotic behavior of the empirical multilinear copula process under broad conditions
An approximation to the subfractional Brownian sheet using martingale differences
A functional CLT for partial traces of random matrices
Change-point problems for multivariate time series using pseudo-observations
Tests of serial dependence for multivariate time series with arbitrary distributions
Asymptotics of sums of regression residuals under multiple ordering of regressors
Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields
Directional differentiability for supremum-type functionals: statistical applications
Testing goodness of fit for point processes via topological data analysis
Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs
On the quenched central limit theorem for stationary random fields under projective criteria
The two-parameter Volterra multifractional process
On approximation theorems for the Euler characteristic with applications to the bootstrap
Weak convergence to the fractional Brownian sheet using martingale differences
Operator-scaling Gaussian random fields via aggregation
Periodogram ordinate: spatial model with near unit roots and dependent errors
Bootstrapping the empirical distribution of a stationary process with change-point
Inference on local causality and tests of non-causality in time series
On the large-sample behavior of two estimators of the conditional copula under serially dependent data
A central limit theorem for integrals with respect to random measures
Testing regression models with selection-biased data
Weak convergence to Rosenblatt sheet
Gaussian limits of empirical multiparameter \(K\)-functions of homogeneous Poisson processes and tests for complete spatial randomness
Statistical inference and visualization in scale-space using local likelihood
Heavy-traffic limits for an infinite-server fork-join queueing system with dependent and disruptive services
Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process

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