scientific article; zbMATH DE number 1944026
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Publication:4410074
zbMATH Open1021.62036MaRDI QIDQ4410074FDOQ4410074
Authors: Walter Philipp, Herold Dehling 
Publication date: 21 October 2003
Title of this publication is not available (Why is that?)
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)
Cited In (61)
- Some strong limit theorems in averaging
- Limit theorems for non-degenerate U-statistics of block maxima for time series
- Empirical limit theorems for Wiener chaos
- On the disjoint and sliding block maxima method for piecewise stationary time series
- Almost sure diffusion approximation in averaging via rough paths theory
- Sequential Empirical Process of Independence
- Strong diffusion approximation in averaging and value computation in Dynkin's games
- Approximating class approach for empirical processes of dependent sequences indexed by functions
- Generalized Lorenz curves and convexifications of stochastic processes
- Multivariate generalized linear-statistics of short range dependent data
- Chernoff's density is log-concave
- Renewal regime switching and stable limit laws
- An empirical process central limit theorem for multidimensional dependent data
- Discrete-time trawl processes
- A Fourth Moment Inequality for Functionals of Stationary Processes
- Random Forests for Spatially Dependent Data
- Generic consistency for approximate stochastic programming and statistical problems
- Monitoring parameter change in time series models
- Generalized spectral tests for the martingale difference hypothesis
- Inference for heavy tailed stationary time series based on sliding blocks
- Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach
- Title not available (Why is that?)
- On the weak invariance principle for stationary sequences under projective criteria
- Empirical process of concomitants for partly categorial data and applications in statistics
- Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution
- Method of moments estimators for the extremal index of a stationary time series
- On a class of norms generated by nonnegative integrable distributions
- A quantile-based test for symmetry of weakly dependent processes
- Minimum-Distance Estimator for Stable Exponent
- A large deviations approach to limit theory for heavy-tailed time series
- Asymptotics for random functions moderated by dependent noise
- Empirical process results for exchangeable arrays
- Time irreversible copula-based Markov models
- Censored quantile regression processes under dependence and penalization
- Dynkin's games and Israeli options
- Aggregation of autoregressive random fields and anisotropic long-range dependence
- A CLT for weighted time-dependent uniform empirical processes
- Non-asymptotic tests of model performance
- On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications
- Sequential empirical process in autoregressive models with measurement errors
- Anisotropic scaling limits of long-range dependent random fields
- Strong diffusion approximation in averaging with dynamical systems fast motions
- Long range dependence of heavy-tailed random functions
- On invariant distribution function estimation for continuous-time stationary processes
- Minimum distance lack-of-fit tests under long memory errors
- A general approach to the joint asymptotic analysis of statistics from sub-samples
- Predictive Inference Based on Markov Chain Monte Carlo Output
- Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes
- Stationary vine copula models for multivariate time series
- On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise
- A nonparametric test of a strong leverage hypothesis
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS
- Functional limit theorems for shot noise processes with weakly dependent noises
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
- Invariance principles for tempered fractionally integrated processes
- Extreme value copula estimation based on block maxima of a multivariate stationary time series
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications
- Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
- How the instability of ranks under long memory affects large-sample inference
- Long range dependence for stable random processes
- Scaling transition for long-range dependent Gaussian random fields
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