Some Limit Theorems for Random Functions. I

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Confidence intervals for probability density functions under strong mixing samples
NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS
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
Kernel estimation of conditional density with truncated, censored and dependent data
Empirical likelihood for longitudinal partially linear model with -mixing errors
Super optimal rates for nonparametric density estimation via projection estimators
Weighted Nadaraya-Watson regression estimation
Extreme value theory for stochastic processes
An empirical central limit theorem for intermittent maps
Asymptotic normality of conditional density estimation under truncated, censored and dependent data
Learning theory estimates with observations from general stationary stochastic processes
On some basic features of strictly stationary, reversible Markov chains
Invariance principles under a two-part mixing assumption
On dominations between measures of dependence
A restricted dichotomy of equivalence classes for some measures of dependence
On a `replicating character string' model
On the distribution of tail array sums for strongly mixing stationary sequences
A bound of the \(\beta\)-mixing coefficient for point processes in terms of their intensity functions
Asymptotic properties of conditional quantile estimator under left-truncated and \(\alpha \)-mixing conditions
Asymptotic normality of conditional density estimation with left-truncated and dependent data
A parametric bootstrap test for cycles
Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
A limitation of Markov representation for stationary processes
Local quasi-likelihood approach to varying-coefficient discrete-valued time series models
A new CLT for additive functionals of Markov chains
Density deconvolution with associated stationary data.
Asymptotic normality in conditional wavelet density with left-truncated \(\alpha \)-mixing observations
On the behavior of the covariance matrices in a multivariate central limit theorem under some mixing conditions
WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
On tightness of partial sums from strictly stationary, absolutely regular sequences of \(B\)-valued random variables
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
scientific article; zbMATH DE number 7709548 (Why is no real title available?)
Asymptotic normality of the local linear estimation of the conditional density for functional time-series data
Asymptotic properties in partial linear models under dependence
Quite weak Bernoulli with exponential rate and percolation for random fields
On smoothed probability density estimation for stationary processes
The mixing property of bilinear and generalised random coefficient autoregressive models
Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors
Weighted nonparametric regression estimation with truncated and dependent data
Generalization bounds for non-stationary mixing processes
A conditional independence test for dependent data based on maximal conditional correlation
NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
On the intersection between the trajectories of a normal stationary stochastic process and a high level
Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
Central limit theorem for sampled sums of dependent random variables
Nonparametric density estimation for positive time series
Empirical measures and random walks on compact spaces in the quadratic Wasserstein metric
Online kernel estimation of stationary stochastic diffusion models
Ergodicity, Decisions, and Partial Information
Asymptotic normality of estimators in heteroscedastic semi-parametric model with strong mixing errors
LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS
Asymptotic normality of estimators in heteroscedastic errors-in-variables model
A vector-valued almost sure invariance principle for hyperbolic dynamical systems
Methods for estimating the upcrossings index: improvements and comparison
Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
Maxima and High Level Excursions of Stationary Gaussian Processes
Some mixing properties of time series models
Asymptotic properties for estimators in a semiparametric EV model with NA errors and missing responses
Some practical and theoretical issues related to the quantile estimators
Parameter estimation for diffusion process from perturbed discrete observations
Testing Kendall's τ for a large class of dependent sequences
Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
Nonparametric estimation equations for time series data.
Empirical likelihood for conditional quantile with left-truncated and dependent data
Central Limit Theorems for dependent variables. I
Averaging analysis of a point process adaptive algorithm
Limit theorems for sums of weakly dependent Banach space valued random variables
Generalized ordinal patterns allowing for ties and their applications in hydrology
Empirical likelihood of conditional quantile difference with left-truncated and dependent data
A note on a theorem of Berkes and Philipp
An improved method for forecasting spare parts demand using extreme value theory
Nonparametric estimation of density derivatives of dependent data
Adaptive density estimation on bounded domains under mixing conditions
The bootstrap for empirical processes based on stationary observations
Hazard function given a functional variable: Non-parametric estimation under strong mixing conditions
Convergence of a recursive robust algorithm with strongly regular observations
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
Poisson approximation. Addendum
Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data
Adaptive directional estimator of the density in \(\mathbb{R}^d\) for independent and mixing sequences
A note on uniform laws of averages for dependent processes
Asymptotic properties for LS estimators in EV regression model with dependent errors
Spectral algorithms for learning with dependent observations
Local power properties of kernel based goodness of fit tests
Ergodicity and stability of the conditional distributions of nondegenerate Markov chains
On the CLT for stationary Markov chains with trivial tail sigma field
Nonparametric estimation of the hazard function under dependence conditions
Subsampling for heteroskedastic time series
Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes
Local polynomial estimation of a conditional mean function with dependent truncated data
Optimal sequential kernel detection for dependent processes
Local likelihood of quantile difference under left-truncated, right-censored and dependent assumptions
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
Deconvolving multidimensional density from partially contaminated observations
Asymptotic theory of density estimation

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