Cited in
(only showing first 100 items - show all)- Nonparametric regression estimation with general parametric error covariance
- Weak convergence of the tail empirical process for dependent sequences
- A generalization of Hoeffding's lemma, and a new class of covariance inequalities
- A vector-valued almost sure invariance principle for hyperbolic dynamical systems
- Adaptive density deconvolution with dependent inputs
- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
- Empirical distributions in marked point processes
- Weak convergence of partial sums of absolutely regular sequences
- Some mixing properties of time series models
- Multilinear forms and measures of dependence between random variables
- On smoothed probability density estimation for stationary processes
- Central limit theorems for dependent variables. II
- Invariance principles under a two-part mixing assumption
- On the exceedance point process for a stationary sequence
- On dominations between measures of dependence
- A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails
- Absolute regularity and functions of Markov chains
- Limit theorems for strongly mixing stationary random measures
- Fixed design regression for time series: Asymptotic normality
- Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
- Some limit theorems for random fields
- On the distribution of tail array sums for strongly mixing stationary sequences
- Central limit theorems for empirical and U-processes of stationary mixing sequences
- Density estimation for time series by histograms
- Order statistics for nonstationary time series
- Robust m-interval detection procedures for strong mixing noise
- Nonparametric estimation of density derivatives of dependent data
- Subsampling for heteroskedastic time series
- Coupling surfaces and weak Bernoulli in one and higher dimensions
- Multivariate regression estimation: Local polynomial fitting for time series
- The bootstrap for empirical processes based on stationary observations
- Local M-estimator for nonparametric time series.
- Nonparametric estimation equations for time series data.
- Asymptotic normality for L₁ norm kernel estimator of conditional median under -mixing dependence
- A restricted dichotomy of equivalence classes for some measures of dependence
- Deconvolving multidimensional density from partially contaminated observations
- Asymptotic normality of estimators in heteroscedastic errors-in-variables model
- Asymptotic properties for LS estimators in EV regression model with dependent errors
- A bound of the \(\beta\)-mixing coefficient for point processes in terms of their intensity functions
- An improved method for forecasting spare parts demand using extreme value theory
- Local polynomial estimation of a conditional mean function with dependent truncated data
- Optimal sequential kernel detection for dependent processes
- New dependence coefficients. Examples and applications to statistics
- A note on uniform laws of averages for dependent processes
- The mixing property of bilinear and generalised random coefficient autoregressive models
- Asymptotic properties in partial linear models under dependence
- Quite weak Bernoulli with exponential rate and percolation for random fields
- Empirical likelihood for conditional quantile with left-truncated and dependent data
- Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors
- On the exchange of intersection and supremum of \({\sigma}\)-fields in filtering theory
- Asymptotic normality of wavelet estimator in heteroscedastic model with -mixing errors
- Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data
- Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
- On tightness of partial sums from strictly stationary, absolutely regular sequences of B-valued random variables
- On multiple-level excursions by stationary processes with deterministic peaks
- Nonparametric tests for model selection with time series data
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
- Methods for estimating the upcrossings index: improvements and comparison
- On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables
- Normal deviation of synchronization of stochastic coupled systems
- Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems
- Asymptotic properties for estimators in a semiparametric EV model with NA errors and missing responses
- Generalized ordinal patterns allowing for ties and their applications in hydrology
- Empirical likelihood of conditional quantile difference with left-truncated and dependent data
- Poisson approximation. Addendum
- Optimal difference-based variance estimators in time series: a general framework
- Central limit theorems for parabolic stochastic partial differential equations
- Adaptive density estimation on bounded domains under mixing conditions
- Local linear conditional cumulative distribution function with mixing data
- A new CLT for additive functionals of Markov chains
- Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors
- A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\)
- Conditional quantile estimation with auxiliary information for left-truncated and dependent data
- Averaged and integrated estimations of varying-coefficient regression models with dependent observations
- Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data
- Wavelet estimation in time-varying coefficient models
- Generalization bounds for non-stationary mixing processes
- Adaptive estimation for stochastic damping Hamiltonian systems under partial observation
- Asymptotic normality of high level-large time crossings of a Gaussian process
- Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes
- On the behavior of the covariance matrices in a multivariate central limit theorem under some mixing conditions
- Fast learning from \(\alpha\)-mixing observations
- On a stationary, triple-wise independent, absolutely regular counterexample to the central limit theorem
- Nonparametric regression estimation for dependent functional data: asymptotic normality
- Super optimal rates for nonparametric density estimation via projection estimators
- M-estimators with non-standard rates of convergence and weakly dependent data
- On the intersection between the trajectories of a normal stationary stochastic process and a high level
- Asymptotic normality of conditional density estimation with left-truncated and dependent data
- Adaptive estimation of the dynamics of a discrete time stochastic volatility model
- Nonlinearity and temporal dependence
- A parametric bootstrap test for cycles
- The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data
- Entropy rate of product of independent processes
- Asymptotic normality for kernel weighted averages estimation
- On the CLT for stationary Markov chains with trivial tail sigma field
- Trending time-varying coefficient time series models with serially correlated errors
- Nonparametric estimation for FBSDEs models with applications in finance
- Local polynomial quasi-likelihood regression with truncated and dependent data
- Asymptotic normality of estimators in heteroscedastic semi-parametric model with strong mixing errors
- Asymptotic normality for regression function estimate under truncation and -mixing conditions
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