Mixing: Properties and examples
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(only showing first 100 items - show all)- A smooth block bootstrap for quantile regression with time series
- Variable length Markov chains
- Nonparametric estimation for dependent data
- On optimal spatial subsample size for variance estimation
- Nonconventional moderate deviations theorems and exponential concentration inequalities
- Adaptive estimation of density with sampled observations.
- Optimal and superoptimal rates of frequency polygons for continuous-time processes.
- Kernel estimation of conditional density with truncated, censored and dependent data
- Empirical likelihood for longitudinal partially linear model with -mixing errors
- Count network autoregression
- Structural changes in autoregressive models for binary time series
- Exponential inequalities for dependent V-statistics via random Fourier features
- Constructing processes with prescribed mixing coefficients
- Every ``lower psi-mixing Markov chain is ``interlaced rho-mixing
- Wavelet density estimation for mixing and size-biased data
- Prediction-based estimation for diffusion models with high-frequency data
- Reweighted Nadaraya-Watson estimation of conditional density function in the right-censored model
- Parametric inference of autoregressive heteroscedastic models with errors in variables
- Consistency of a nonparametric conditional mode estimator for random fields
- Asymptotic normality of conditional density estimation under truncated, censored and dependent data
- Almost sure limit theorems for the maxima of stochastic volatility models
- Exponential inequalities and functional central limit theorems for random fields
- A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence
- Stable limits for Markov chains via the principle of conditioning
- A note on variable selection in nonparametric regression with dependent data
- A rate of consistency for nonparametric estimators of the distribution function based on censored dependent data
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
- \(M\)-estimation of linear models with dependent errors
- Fuzzy optimal search plan for \(n\)-dimensional randomly moving target
- On Edgeworth expansions for dependency-neighborhoods chain structures and Stein's method
- Adaptive estimation of the transition density of a particular hidden Markov chain
- Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection
- Time and Palm stationarity of repairable systems
- A Dynamic Taylor’s law
- Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations
- A Simple Estimator of Error Correlation in Non-parametric Regression Models
- On the distribution of tail array sums for strongly mixing stationary sequences
- Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations
- Variational approach for spatial point process intensity estimation
- On the transient (T) condition for random walk in mixing environment
- Weak dependence and GMM estimation of supOU and mixed moving average processes
- A bound of the \(\beta\)-mixing coefficient for point processes in terms of their intensity functions
- Empirical process theory for locally stationary processes
- Extremal indices, geometric ergodicity of Markov chains and MCMC
- An empirical central limit theorem with applications to copulas under weak dependence
- Asymptotic normality of conditional density estimation with left-truncated and dependent data
- Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
- Stability results for nonlinear error correction models
- Subsampling inference in threshold autoregressive models
- A parametric bootstrap test for cycles
- Subsampling for continuous-time almost periodically correlated processes
- Central limit theorem for exponentially quasi-local statistics of spin models on Cayley graphs
- Prediction-based estimating functions: review and new developments
- Identifying latent grouped patterns in cointegrated panels
- Estimation of the limit variance for sums under a new weak dependence condition
- Resampling methods for spatial regression models under a class of stochastic designs
- Whittle estimation based on the extremal spectral density of a heavy-tailed random field
- Regeneration-based statistics for Harris recurrent Markov chains
- Asymptotic behavior of central order statistics from stationary processes
- On sequential spectral analysis of amplitude-modulated time series
- Forecasting benchmarks of long-term stock returns via machine learning
- Nonparametric Bayesian inference for the spectral density based on irregularly spaced data
- Least squares type estimation of the transition density of a particular hidden Markov chain
- A new CLT for additive functionals of Markov chains
- Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator
- Block length selection in the bootstrap for time series
- SiZer analysis for the comparison of time series
- Normal approximation for associated point processes via Stein's method with applications to determinantal point processes
- Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs
- On stationarity and \(\beta\)-mixing property of certain nonlinear \(\text{GARCH}(p,q)\) models
- Testing for a unit root in a stationary ESTAR process
- On the large-sample behavior of two estimators of the conditional copula under serially dependent data
- Permutation testing for dependence in time series
- Entry and return times distribution
- Misspecified semiparametric model selection with weakly dependent observations
- Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data
- Convergence rate of kernel regression estimation for time series data when both response and covariate are functional
- A functional limit theorem for \(\eta \)-weakly dependent processes and its applications
- Statistics of robust optimization: a generalized empirical likelihood approach
- Nonparametric estimation of dynamic panel models with fixed effects
- Asymptotics for semi-strong augmented GARCH(1,1) model
- Iterations of dependent random maps and exogeneity in nonlinear dynamics
- A covariance formula for topological events of smooth Gaussian fields
- On several local asymptotic properties for fractional autoregressive models with strong mixing noises
- Adaptive estimation of linear functionals in the convolution model and applications
- On the local linear estimation of a generalized regression function with spatial functional data
- Asymptotic normality in conditional wavelet density with left-truncated \(\alpha \)-mixing observations
- Nonparametric estimation of the derivatives of a density by the method of wavelet for mixing sequences
- Asymptotic normality of kernel type regression estimators for random fields
- Compound Poisson approximation for simple transient random walks in random sceneries
- Some mixing properties of conditionally independent processes
- Asymptotic equivalence of nonparametric autoregression and nonparametric regression
- Testing hypotheses on the ``drift of parameters in ARMA and ARCH models
- Some properties of stochastic volatility model that are induced by its volatility sequence
- Moment inequalities for sums of weakly dependent random fields
- Consistency of minimum description length model selection for piecewise stationary time series models
- Local stationarity and time-inhomogeneous Markov chains
- Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors
- Wavelet-based estimation of regression function for dependent biased data under a given random design
- Semi-Parametric Density Estimation for Time-Series with Multiplicative Adjustment
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