Mixing: Properties and examples
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(only showing first 100 items - show all)- Texture synthesis and nonparametric resampling of random fields
- Regression-type inference in nonparametric autoregression
- Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes
- Resampling methods for spatial regression models under a class of stochastic designs
- Limit theorems for regression models of time series of counts
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension
- Consistency of minimum description length model selection for piecewise stationary time series models
- Adaptive estimation of linear functionals in the convolution model and applications
- Spatial mode estimation for functional random fields with application to bioturbation problem
- A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
- Consistency of a nonparametric conditional quantile estimator for random fields
- Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
- Nonparametric estimation of the derivatives of a density by the method of wavelet for mixing sequences
- Block length selection in the bootstrap for time series
- Let's get LADE: robust estimation of semiparametric multiplicative volatility models
- Asymptotic normality of a nonparametric conditional quantile estimator for random fields
- Spectral estimation of Hawkes processes from count data
- Nonparametric estimation of density derivatives of dependent data
- Tail risk inference via expectiles in heavy-tailed time series
- A triangular central limit theorem under a new weak dependence condition
- A new covariance inequality and applications.
- Weak dependence beyond mixing and asymptotics for nonparametric regression
- Asymptotic equivalence of nonparametric autoregression and nonparametric regression
- Inference for the limiting cluster size distribution of extreme values
- A consistent test for nonlinear out of sample predictive accuracy.
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
- Evaluation for moments of a ratio with application to regression estimation
- Kernel regression estimation for continuous spatial processes
- Test for tail index change in stationary time series with Pareto-type marginal distribution
- Empirical likelihood for conditional quantile with left-truncated and dependent data
- Prediction of time series by statistical learning: general losses and fast rates
- On weak dependence conditions: the case of discrete valued processes
- Probability and moment inequalities for sums of weakly dependent random variables, with applications
- Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
- The bootstrap for empirical processes based on stationary observations
- Detection of multiple changes in a sequence of dependent variables
- Weak dependence, models and some applications
- The method of moments and degree distributions for network models
- Uniform consistency for nonparametric estimators in null recurrent time series
- Testing Linearity for Network Autoregressive Models
- On the statistical properties of a stationary process sampled by a stationary point process
- Wavelet-based estimation of regression function for dependent biased data under a given random design
- Adaptive estimation of an additive regression function from weakly dependent data
- Subsampling for heteroskedastic time series
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
- A new weak dependence condition and applications to moment inequalities
- Central limit theorems and uniform laws of large numbers for arrays of random fields
- Covariance estimation under spatial dependence
- Consistency of a nonparametric conditional mode estimator for random fields
- Partial mixing and Edgeworth expansion
- Multivariate contemporaneous-threshold autoregressive models
- A nonparametric conditional mode estimate
- On the rate of convergence in Wasserstein distance of the empirical measure
- The blockwise bootstrap for general empirical processes of stationary sequences
- Local polynomial estimation of a conditional mean function with dependent truncated data
- \(M\)-estimation of linear models with dependent errors
- Asymptotic properties for LS estimators in EV regression model with dependent errors
- Absolute regularity and ergodicity of Poisson count processes
- Stationarity and geometric ergodicity of BEKK multivariate GARCH models
- Regular variation of GARCH processes.
- A justification of conditional confidence intervals
- Least Squares Variogram Fitting by Spatial Subsampling
- Weakly dependent functional data
- Coupling for \(\tau\)-dependent sequences and applications
- Asymptotic normality of conditional density estimation with left-truncated and dependent data
- Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
- Two-step estimation for inhomogeneous spatial point processes
- Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
- A note on density mode estimation
- A Consistent Estimator for Linear Models with Dependent Observations
- Stability results for nonlinear error correction models
- Subsampling inference in threshold autoregressive models
- Extensions of some classical methods in change point analysis
- Entry and return times distribution
- A parametric bootstrap test for cycles
- Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large
- Robust estimates for arch processes
- A Gaussian Mixture Autoregressive Model for Univariate Time Series
- A Berry-Esseen theorem for sample quantiles under weak dependence
- Comparing composite likelihood methods based on pairs for spatial Gaussian random fields
- Large deviations for martingales.
- On weak dependence conditions for Poisson autoregressions
- Mixing properties and central limit theorem for associated point processes
- Convergence of a stochastic approximation version of the EM algorithm
- Model selection for (auto-)regression with dependent data
- Estimation of and inference about the expected shortfall for time series with infinite variance
- Nonparametric tests for conditional independence using conditional distributions
- Blockwise bootstrap testing for stationarity
- A new CLT for additive functionals of Markov chains
- A conservative estimator for the proportion of false nulls based on Dvoretzky, Kiefer and Wolfowitz inequality
- Hazard function given a functional variable: Non-parametric estimation under strong mixing conditions
- Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator
- Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data
- Density and hazard rate estimation for censored and α-mixing data using gamma kernels
- Spatial local linear estimation of the L1-conditional quantiles for functional regressors
- Strong consistency of kernel estimates of regression function under dependence
- Finite sample properties of system identification of ARX models under mixing conditions
- Upper bounds for spatial point process approximations
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