Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
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- A course on point processes
- An approximation of partial sums of independent RV'-s, and the sample DF. I
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- Mixing: Properties and examples
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- Nonparametric Versus Parametric Goodness of Fit
- Nonparametric curve estimation from time series
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- Stability of nonlinear Hawkes processes
- The bootstrap and Edgeworth expansion
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- The jackknife and the bootstrap for general stationary observations
- The mixing property of bilinear and generalised random coefficient autoregressive models
Cited in
(28)- On bootstrapping \(L_2\)-type statistics in density testing
- On the existence of strongly consistent indirect estimators when the binding function is compact valued
- Estimation of complier expected shortfall treatment effects with a binary instrumental variable
- Multiscale maximum likelihood analysis of a semiparametric model, with applications.
- Regression-type inference in nonparametric autoregression
- Weak dependence beyond mixing and asymptotics for nonparametric regression
- Simultaneous nonparametric inference of time series
- Time-varying nonlinear regression models: nonparametric estimation and model selection
- Conditional stochastic dominance tests in dynamic settings
- Bootstraps for time series
- Confidence sets for persistence diagrams
- Block bootstrapping for kernel density estimators under {\(\psi\)}-weak dependence
- Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors
- A review of uncertainty quantification for density estimation
- Adaptive drift estimation for nonparametric diffusion model.
- Kernel estimation for time series: an asymptotic theory
- Kernel estimation of the density of a statistic
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- Oscillations and moduli of continuity of kernel density estimators under dependence
- Confidence regions for level sets
- On semiparametric inference for periodically modulated density functions
- Gaussian approximation of suprema of empirical processes
- Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses
- Properties of the nonparametric autoregressive bootstrap
- Confidence sets for nonparametric wavelet regression
- Non-parametric Poisson regression from independent and weakly dependent observations by model selection
- Adaptive density estimation under weak dependence
- Confidence bands for multivariate and time dependent inverse regression models
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