Convergence of Distributions Generated by Stationary Stochastic Processes

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Invariance principle for estimates of regression coefficients of a random field
Multilinear forms and measures of dependence between random variables
Invariance principles under a two-part mixing assumption
The central limit theorem for summability methods of some weakly dependent sequences
Contracting in space: An application of spatial statistics to discrete-choice models
Estimating linear representations of nonlinear processes
On the convergence of partial differential equations of parabolic type with rapidly oscillating coefficients to stochastic partial differential equations
The Borel-Cantelli lemma for strong mixing sequences of events and their applications to LIL
On the Chernoff-Savage theorem for dependent sequences
Empirical distribution functions and functions of order statistics for mixing random variables
A note on moment bounds for strong mixing sequences
Moment inequalities for mixing sequences
Panel data analysis with heterogeneous dynamics
On the subsample bootstrap variance estimation
Last passage time for the empirical mean of some mixing processes
Random central limit theorem for the linear process generated by a strong mixing process
Nonparametric inference for thinned point process
The bootstrap for empirical processes based on stationary observations
Asymptotic normality for L₁ norm kernel estimator of conditional median under -mixing dependence
Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples
On convergence rates for quadratic errors in kernel hazard estimation
On bandwidth selection in partial linear regression models under dependence
Confidence regions for entries of a large precision matrix
Nonparametric density estimation for spatial data with wavelets
Averaging and fluctuations for parabolic equations with rapidly oscillating random coefficients
External bootstrap tests for parameter stability.
Asymptotic properties in partial linear models under dependence
The bootstrap of the mean for strong mixing sequences under minimal conditions
Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes
Covariance matrix estimation for estimators of mixing weak ARMA models
Estimation of weak ARMA models with regime changes
Rough flows and homogenization in stochastic turbulence
Averaging principles for stochastic 2D Navier-Stokes equations
Kernel-based prediction of non-Markovian time series
Goodness-of-fit tests for SPARMA models with dependent error terms
Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors
A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\)
On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema
High dimensional generalized empirical likelihood for moment restrictions with dependent data
Heavy-traffic limits for an infinite-server fork-join queueing system with dependent and disruptive services
The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes
Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours
Some mixing properties of conditionally independent processes
Asymptotic properties of weighted least squares estimation in weak PARMA models
Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence
Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions
The CUSUM test for detecting structural changes in strong mixing processes
Methods for high-dimensional multivariate and multi-group repeated measures data under non-normality
Asymptotic normality for regression function estimate under truncation and -mixing conditions
Self-normalized Cramér-type moderate deviations under dependence
About the Lindeberg method for strongly mixing sequences
Wavelet detection of change points in hazard rate models with censored dependent data
A functional central limit theorem for strongly mixing sequences of random variables
NONPARAMETRIC ESTIMATORS FOR TIME SERIES
A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE
Averaging principle for complex Ginzburg-Landau equation perturbated by mixing random forces
A goodness-of-fit test for integer-valued autoregressive processes
Testing the Cointegrating Rank with Uncorrelated but Dependent Errors
Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions
Gradient procedures for stochastic approximation with dependent noise and their asymptotic behaviour
Moment inequalities for mixing sequences of random variables
The invariance principle for ϕ-mixing sequences
ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM
Trimmed stable AR(1) processes
On the central limit theorem for stationary processes
Weak convergence of multidimensional empirical processes for strong mixing sequences of stochastic vectors
Convergence rates of the strong law for stationary mixing sequences
Moment bounds for stationary mixing sequences
Limit theorems for 2D invasion percolation
MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS
Non-parametric regression for spatially dependent data with wavelets
Nonparametric approach to identifying NARX systems
Invariance principles for dependent variables
About estimation of ARIMA process with strong mixing MA part
Local Hölder exponent estimation for multivariate continuous time processes
Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models
A bootstrapped spectral test for adequacy in weak ARMA models
Estimation du comportement asymptotique des autocovariances et autocorrelations empiriques de processus multivariéeas
A Bernstein inequality for exponentially growing graphs
scientific article; zbMATH DE number 7594588 (Why is no real title available?)
The asymptotic distribution of CUSUM estimator based on α-mixing sequences
Intermittency of superpositions of Ornstein-Uhlenbeck type processes
Partial functional linear regression with autoregressive errors
Spurious regressions in time series with long memory
Learning theory estimates with observations from general stationary stochastic processes
Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms
Bahadur representation for the nonparametric M-estimator under -mixing dependence
Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors
Functional central limit theorems for strictly stationary processes satisfying the strong mixing condition
Frequentist Model Averaging for the Nonparametric Additive Model
A new estimation in functional linear concurrent model with covariate dependent and noise contamination
Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms
Stratonovich–Khasminskii averaging principle for multiscale random Korteweg–de Vries-Burgers equation
Peaks, gaps, and time‐reversibility of economic time series
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
Averaging principle for multiscale nonautonomous random 2D Navier-Stokes system
On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation

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