scientific article; zbMATH DE number 5275983
From MaRDI portal
Publication:3498641
Recommendations
- Asymptotic results for the empirical process of stationary sequences
- scientific article; zbMATH DE number 3963031
- Random stationary processes
- scientific article; zbMATH DE number 972624
- Strong approximation results for the empirical process of stationary sequences
- scientific article; zbMATH DE number 3195741
- Weak convergence of empirical processes on sequences of stationary random variables
- Conditional empirical processes defined by nonstationary absolutely regular sequences
Cited in
(28)- U-statistics of local sample moments under weak dependence
- Functional weak limit theorem for a local empirical process of non-stationary time series and its application
- Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series
- Sufficient sequences and state-space models for random processes
- Empirical process theory for nonsmooth functions under functional dependence
- Strong approximation results for the empirical process of stationary sequences
- Forecast dominance testing via sign randomization
- Empirical processes of multidimensional systems with multiple mixing properties
- Empirical process theory for locally stationary processes
- Approximating class approach for empirical processes of dependent sequences indexed by functions
- Asymptotics of nonparametric L-1 regression models with dependent data
- Sequential Empirical Process of Independence
- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes
- New techniques for empirical processes of dependent data
- An empirical central limit theorem for intermittent maps
- scientific article; zbMATH DE number 167238 (Why is no real title available?)
- Asymptotic stability of empirical processes and related functionals
- A modified functional delta method and its application to the estimation of risk functionals
- Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics
- scientific article; zbMATH DE number 2152218 (Why is no real title available?)
- Asymptotics for statistical functionals of long-memory sequences
- Kernel estimation for time series: an asymptotic theory
- Stationarity of independent sequences
- Towards a general theory for nonlinear locally stationary processes
- Oscillations of empirical distribution functions under dependence
- An empirical process central limit theorem for multidimensional dependent data
- Asymptotic results for the empirical process of stationary sequences
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3498641)
