Limiting behavior of U-statistics for stationary, absolutely regular processes
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Cites work
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3300314 (Why is no real title available?)
- scientific article; zbMATH DE number 3320019 (Why is no real title available?)
- scientific article; zbMATH DE number 3338213 (Why is no real title available?)
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Cited in
(only showing first 100 items - show all)- Central limit theorem for U-statistics of associated random variables
- Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location
- \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data
- GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS
- Limit theorems for functionals of mixing processes with applications to \(U\)-statistics and dimension estimation
- Unstable volatility: the break-preserving local linear estimator
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
- Nonparametric tests for model selection with time series data
- Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap
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- Conditional empirical processes defined by -mixing sequences
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- A martingale decomposition for quadratic forms of Markov chains (with applications)
- Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables
- A partially linear kernel estimator for categorical data
- Nonparametric specification tests for stochastic volatility models based on volatility density
- Rank tests for short memory stationarity
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- A unified approach to validating univariate and multivariate conditional distribution models in time series
- WeightedL1-estimates for a VAR(p) time series model
- Testing structural change in partially linear models
- Bootstrap for \(U\)-statistics: a new approach
- Towards a nonparametric test of linearity for times series
- Asymptotic Normality of Nearest Neighbor Regression Function Estimates Based on Nonstationary Dependent Observations
- Normal approximation for U- and V-statistics of a stationary absolutely regular sequence
- A note on estimates in stochastic programming
- Empirical U-statistics processes
- Weak invariance of the multidimensional rank statistic with unbounded scores for nonstationary absolutely regular processes
- Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims
- Asymptotics for panel quantile regression models with individual effects
- Consistency of the Takens estimator for the correlation dimension
- On the asymptotic normality conditions for the number of repetitions in a stationary random sequence
- Asymptotic properties of the sign estimate of autoregression field coefficients
- Change-point detection under dependence based on two-sample \(U\)-statistics
- Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
- A renewal approach to Markovian \(U\)-statistics
- Testing for changes in Kendall's tau
- A consistent characteristic function-based test for conditional independence
- Fourier analysis of serial dependence measures
- On goodness-of-fit tests for weakly dependent processes using kernel method
- Root-n-consistent estimation of partially linear time series models
- Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
- Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
- On U-statistics and v. mise? statistics for weakly dependent processes
- Absolute regularity and Brillinger-mixing of stationary point processes
- Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions
- Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
- On weighted U-statistics for stationary processes.
- Testing the parametric specification of the diffusion function in a diffusion process
- Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence
- Time series analysis via rank order theory: Signed-rank tests for ARMA models
- A new estimator for information dimension with standard errors and confidence intervals
- Optimal rank-based tests against first-order superdiagonal bilinear dependence
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- A model specification test for the variance function in nonparametric regression
- Higher-order properties of approximate estimators
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach
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- Exponential inequalities for dependent V-statistics via random Fourier features
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- Central limit theorem of the smoothed empirical distribution functions for asymptotically stationary absolutely regular stochastic processes
- Finite nonparametric grach model for foreign exchange volatility
- A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model
- ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS
- Nonparametric confidence intervals for location in time series data
- Semi-parametric estimation of linear cointegrating models with nonlinear contemporaneous endogeneity
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- Multivariate generalized linear-statistics of short range dependent data
- Limit theorems for the discount sums of moving averages
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- A simple nonparametric conditional quantile estimator for time series with thin tails
- Nonparametric tests of moment condition stability
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
- Bahadur representation for \(U\)-quantiles of dependent data
- A semiparametric GARCH model for foreign exchange volatility
- A consistent bootstrap test for conditional density functions with time-series data
- Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes
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- A central limit theorem for a random quadratic form of strictly stationary processes
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- Smoothed quantile regression for panel data
- Weak convergence for rectangle-indexed weighted multivariate empirical \(U\)-statistic processes under mixing conditions
- Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes
- Copula-based time series with filtered nonstationarity
- Rigorous statistical procedures for data from dynamical systems
- A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
- La convergence faible des \(U\)-statistiques multivariées pour des processus non stationnaires. (The slow convergence of multivariate \(U\)-statistics for nonstationary processes)
- Estimation of semi-parametric additive coefficient model
- Weak convergence of weighted multivariate empirical U-statistics processes under mixing condition
- An exponential inequality for U-statistics under mixing conditions
- Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
- Some mixing properties of time series models
- On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes
- Measuring correlations of integrated but not cointegrated variables: a semiparametric approach
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