A note on empirical processes of strong-mixing sequences

Cited In (75)

On multivariate variable-kernel density estimates for time series
Invariance principles under a two-part mixing assumption
Nonparametric regression on random fields with random design using wavelet method
Kernel estimation of the regression function with random sampling times
On the rates in the central limit theorem for weakly dependent random fields
Kernel estimation of the survival function and hazard rate under weak dependence
Limit theorems for functionals of moving averages
Frequency polygons for weakly dependent processes
Convergence rates of the strong law for stationary mixing sequences
Kernel density estimation on random fields
Bootstrapping the empirical distribution function of a spatial process
B-spline method for spatio-temporal inverse model
Asymptotic results for the empirical process of stationary sequences
Nonparametric estimation of probability density functions for irregularly observed spatial data
On deviations between empirical and quantile processes for mixing random variables
On the blockwise bootstrap for empirical processes for stationary sequences
Optimal asymptotic quadratic error of nonparametric regression function estimates for a continuous-time process from sampled-data
Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities
Weak convergence of multidimensional empirical processes for strong mixing sequences of stochastic vectors
Hazard rate estimation on random fields
Kernel density estimation under weak dependence with sampled data
Distribution of levels in high-dimensional random landscapes
The asymptotic behavior of the empirical process based on a linear process under some contiguous alternatives
The blockwise bootstrap for general empirical processes of stationary sequences
Nonparametric estimation of density, regression and dependence coefficients
On estimation and prediction in spatial functional linear regression model
Minimum distance estimation in linear regression with strong mixing errors
Perturbed empirical distribution functions and quantiles under dependence
An almost sure invariance principle for partial sums associated with a random field
The empirical process of a short-range dependent stationary sequence under Gaussian subordination
On the rate of convergence of recursive kernel estimates of probability densities
Fixed design regression for time series: Asymptotic normality
Empirical Bayes test problem in continuous one-parameter exponential families under dependent samples
Kernel estimation and interpolation for time series containing missing observations
Local linear spatial regression
A note on wavelet density deconvolution for weakly dependent data
On uniform integrability and asymptotically risk-efficient sequential estimation
Nonparametric adaptive density estimation on random fields using wavelet method
Weak convergence of dependent empirical measures with application to subsampling in function spaces
Moment inequalities for mixing sequences of random variables
On r-quick limit sets for empirical and related processes based on mixing random variables
Density estimation for samples satisfying a certain absolute regularity condition
Some limit theorems for random fields
Kernel density estimation under dependence
Density estimation for time series by histograms
On the Glivenko-Cantelli theorem for generalized empirical processes based on strong mixing sequences
Limit theorems for functionals of mixing processes with applications to \(U\)-statistics and dimension estimation
Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples
An almost sure invariance principle for the empirical distribution function of mixing random variables
Asymptotics of minimum distance estimator in linear regression models under strong mixing
Empirical distributions in marked point processes
Nonparametric volatility density estimation for discrete time models
Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter
\(K\)-sample subsampling in general spaces: the case of independent time series
M-estimation for linear models with spatially-correlated errors
A note on nonparametric density estimation for dependent variables using a delta sequence
Estimation of a multivariate stochastic volatility density by kernel deconvolution
On tail probabilities of Kolmogorov-Smirnov statistic based on strong mixing processes
Kernel density estimation for random fields: TheL₁Theory
Multilinear forms and measures of dependence between random variables
Confidence intervals for probability density functions under strong mixing samples
Estimating the multivariate extremal index function
Inference for the limiting cluster size distribution of extreme values
Local linear fitting under near epoch dependence
Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations
Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs
Test for tail index constancy of GARCH innovations based on conditional volatility
The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities
Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function
Multivariate frequency polygon for stationary random fields
Estimating conditional occupation‐time distributions for dependent sequences
Delayed averages of mixing sequences
On estimation and prediction in a spatial semi-functional linear regression model with derivatives
A note on strongly mixing lattices of random variables
Kernel estimators for distribution functions on dependent random fields

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