Empirical process techniques for dependent data
The articles of this volume will be reviewed individually. Indexed articles: \textit{Dehling, Herold; Philipp, Walter}, Empirical process techniques for dependent data, 3-113 [Zbl 1021.62036] \textit{Ango Nze, Patrick; Doukhan, Paul}, Weak dependence: Models and applications, 117-136 [Zbl 1030.60016] \textit{Dedecker, Jérôme; Louhichi, Sana}, Maximal inequalities and empirical central limit theorems, 137-159 [Zbl 1053.60016] \textit{van de Geer, Sara A.}, On Hoeffding's inequality for dependent random variables, 161-169 [Zbl 1027.60013] \textit{Merlevède, Florence; Peligrad, Magda}, On the coupling of dependent random variables and applications, 171-193 [Zbl 1038.60021] \textit{Berkes, István; Horváth, Lajos}, Empirical processes of residuals, 195-209 [Zbl 1021.62071] \textit{Koul, Hira L.; Surgailis, Donatas}, Asymptotic expansion of the empirical process of long memory moving averages, 213-239 [Zbl 1021.62072] \textit{Giraitis, Liudas; Surgailis, Donatas}, The reduction principle for the empirical process of a long memory linear process, 241-255 [Zbl 1021.62073] \textit{Arcones, Miguel A.}, Distributional limit theorems for empirical processes generated by functions of a stationary Gaussian process, 257-271 [Zbl 1030.60021] \textit{Dahlhaus, Rainer; Polonik, Wolfgang}, Empirical spectral processes and nonparametric maximum likelihood estimation for time series, 275-298 [Zbl 1022.62091] \textit{Soulier, Philippe}, Empirical processes techniques for the spectral estimation of fractional processes, 299-321 [Zbl 1026.62095] \textit{Drees, Holger}, Tail empirical processes under mixing conditions, 325-342 [Zbl 1021.62038] \textit{Radulović, Dragan}, On the bootstrap and empirical processes for dependent sequences, 345-364 [Zbl 1021.62035] \textit{Paparoditis, Efstathios}, Frequency domain bootstrap for time series, 365-381 [Zbl 1021.62030]
- Empirical process techniques for dependent data
- New techniques for empirical processes of dependent data
- Empirical processes
- scientific article; zbMATH DE number 51427
- Conditional empirical processes
- Nonparametric estimation for dependent data
- scientific article; zbMATH DE number 4005243
- Limit theorems for empirical processes based on dependent data
- scientific article; zbMATH DE number 192936
- Weak convergence of the tail empirical process for dependent sequences
- Asymptotic results for the empirical process of stationary sequences
- Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design
- Goodness-of-fit tests for long memory moving average marginal density
- Inference on functionals under first order degeneracy
- Statistical inference for the slope parameter in functional linear regression
- Empirical process of concomitants for partly categorial data and applications in statistics
- Sequential complexities and uniform martingale laws of large numbers
- Nonparametric statistics of dynamic networks with distinguishable nodes
- Distribution of levels in high-dimensional random landscapes
- Data-driven smooth tests for the martingale difference hypothesis
- Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
- On the Bahadur representation of sample quantiles for dependent sequences
- A Hoeffding-type inequality for ergodic time series
- Quantifying deviations from separability in space-time functional processes
- A functional central limit theorem for empirical processes under a strong mixing condition
- Empirical process techniques for dependent data
- Sequential Empirical Process of Independence
- Portfolio selection in non-stationary markets
- On weak convergence of random fields
- Nonparametric analysis of nonhomogeneous multistate processes with clustered observations
- Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function
- Solving Estimating Equations With Copulas
- Semiparametric Estimation of Risk–Return Relationships
- Estimating and testing for smooth structural changes in moment condition models
- How the instability of ranks under long memory affects large-sample inference
- Monitoring of functional time series
- Pivotal inference for function-on-function linear regression via self-normalization
- Statistical inference for innovation distribution in ARMA and multi-step-ahead prediction via empirical process
- Approximately mixing time series
- Central limit theory for peaks-over-threshold partial sums of long memory linear time series
- Prokhorov metric convergence of the partial sum process for reconstructed functional data
- Empirical process of long memory Gaussian subordinated random fields.
- Nonparametric regression with heteroscedastic long memory errors
- Goodness-of-fit testing under long memory
- Weak convergence of non-stationary multivariate marked processes with applications to martingale testing
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