Some Limit Theorems for Random Functions. I

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

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
Nonparametric estimation of the hazard function under dependence conditions
On the CLT for stationary Markov chains with trivial tail sigma field
Asymptotic theory of density estimation
THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS
Optimal sequential kernel detection for dependent processes
Deconvolving multidimensional density from partially contaminated observations
Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data
Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
Adaptive estimation for stochastic damping Hamiltonian systems under partial observation
The consistency of least-square regularized regression with negative association sequence
Average regression surface for dependent data
On a theorem of gordin
Weak convergence of partial sums of absolutely regular sequences
Subgeometric ergodicity and \(\beta\)-mixing
Density estimation for time series by histograms
On multiple-level excursions by stationary processes with deterministic peaks
Pricing kernel estimation: a local estimating equation approach
Estimating beta-mixing coefficients via histograms
Nonparametric estimation of Mark's distribution of an exponential shot-noise process
Asymptotic properties of conditional quantile estimator for censored dependent observations
Limit theorems for strongly mixing stationary random measures
Order statistics for nonstationary time series
Nonlinear wavelet density estimation with censored dependent data
Absolute regularity and functions of Markov chains
Estimation of Pickands dependence function of bivariate extremes under mixing conditions
Weighted estimation of conditional mean function with truncated, censored and dependent data
Stochastic stability of coupled linear systems: a survey of methods and results
Optimal model selection for density estimation of stationary data under various mixing condi\-tions
Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
Robust \(m\)-interval detection procedures for strong mixing noise
Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data
Conditional quantile estimation with auxiliary information for left-truncated and dependent data
Confidence intervals for probability density functions under strong mixing samples
On a very weak bernoulli condition^†
Central limit theorems for dependent variables. II
NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS
Extreme value theory for stochastic processes
Asymptotic normality of conditional density estimation under truncated, censored and dependent data
Super optimal rates for nonparametric density estimation via projection estimators
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

This page was built for publication: Some Limit Theorems for Random Functions. I

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3268545)