Some Limit Theorems for Random Functions. I

Cited In (only showing first 100 items - show all)

Kernel estimation of conditional density with truncated, censored and dependent data
Empirical likelihood for longitudinal partially linear model with \(\alpha\)-mixing errors
On the distribution of tail array sums for strongly mixing stationary sequences
Local quasi-likelihood approach to varying-coefficient discrete-valued time series models
Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
Asymptotic normality of conditional density estimation with left-truncated and dependent data
A parametric bootstrap test for cycles
WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
Non parametric estimation of the conditional density function with right-censored and dependent data
Trending time-varying coefficient time series models with serially correlated errors
Asymptotic properties in partial linear models under dependence
Quite weak Bernoulli with exponential rate and percolation for random fields
NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
The mixing property of bilinear and generalised random coefficient autoregressive models
On smoothed probability density estimation for stationary processes
A conditional independence test for dependent data based on maximal conditional correlation
Ergodicity, Decisions, and Partial Information
Asymptotic normality of estimators in heteroscedastic semi-parametric model with strong mixing errors
A vector-valued almost sure invariance principle for hyperbolic dynamical systems
Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
Some mixing properties of time series models
Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
Central Limit Theorems for dependent variables. I
Limit theorems for sums of weakly dependent Banach space valued random variables
Empirical likelihood for conditional quantile with left-truncated and dependent data
Adaptive density estimation on bounded domains under mixing conditions
Nonparametric estimation of density derivatives of dependent data
The bootstrap for empirical processes based on stationary observations
Local power properties of kernel based goodness of fit tests
Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors
Asymptotic normality of wavelet estimator in heteroscedastic model with \(\alpha\)-mixing errors
Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data
A note on uniform laws of averages for dependent processes
Asymptotic properties for LS estimators in EV regression model with dependent errors
Ergodicity and stability of the conditional distributions of nondegenerate Markov chains
Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes
Subsampling for heteroskedastic time series
Local polynomial estimation of a conditional mean function with dependent truncated data
A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\)
On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables
Adaptive estimation of the dynamics of a discrete time stochastic volatility model
Nonparametric estimation of density, regression and dependence coefficients
Local M-estimator for nonparametric time series.
Wavelet estimation in time-varying coefficient models
Fixed design regression for time series: Asymptotic normality
Wavelet estimation of conditional density with truncated, censored and dependent data
Multivariate regression estimation: Local polynomial fitting for time series
Moment inequalities for mixing sequences of random variables
Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence
Some limit theorems for random fields
New dependence coefficients. Examples and applications to statistics
Nonlinearity and temporal dependence
Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations
Adaptive density deconvolution with dependent inputs
Asymptotic normality for regression function estimate under truncation and \(\alpha \)-mixing conditions
An empirical central limit theorem for dependent sequences
On a stationary, triple-wise independent, absolutely regular counterexample to the central limit theorem
Nonparametric regression estimation for dependent functional data: asymptotic normality
An almost sure invariance principle for the empirical distribution function of mixing random variables
Nonparametric tests for model selection with time series data
Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
Model selection for (auto-)regression with dependent data
Empirical distributions in marked point processes
Strong mixing properties of max-infinitely divisible random fields
On the exchange of intersection and supremum of \({\sigma}\)-fields in filtering theory
Coupling surfaces and weak Bernoulli in one and higher dimensions
A generalization of Hoeffding's lemma, and a new class of covariance inequalities
Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes
Limit theorem for random walk in weakly dependent random scenery
Estimating the parameters of rare events
Strong convergence of kernel estimators for product densities of absolutely regular point processes
Limiting behavior of U-statistics for stationary, absolutely regular processes
A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails
Absolute regularity and Brillinger-mixing of stationary point processes
Asymptotic properties of nonparametric M-estimation for mixing functional data
On the exceedance point process for a stationary sequence
Multilinear forms and measures of dependence between random variables
The central limit problem for mixing sequences of random variables
Mixing properties of ARCH and time-varying ARCH processes
Some new maximal inequalities
Nonparametric regression estimation with general parametric error covariance
Weighted Nadaraya-Watson regression estimation
Weak convergence of the tail empirical process for dependent sequences
An empirical central limit theorem for intermittent maps
Empirical likelihood for semi-varying coefficient models for panel data with fixed effects
Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
A Bernstein type inequality and moderate deviations for weakly dependent sequences
Invariance principles under a two-part mixing assumption
On dominations between measures of dependence
A new CLT for additive functionals of Markov chains
A limitation of Markov representation for stationary processes
Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors
Central limit theorem for sampled sums of dependent random variables
Nonparametric density estimation for positive time series
LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS
Maxima and High Level Excursions of Stationary Gaussian Processes
Parameter estimation for diffusion process from perturbed discrete observations
A note on a theorem of Berkes and Philipp
Hazard function given a functional variable: Non-parametric estimation under strong mixing conditions
Convergence of a recursive robust algorithm with strongly regular observations

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