Publication:4410074
From MaRDI portal
zbMath1021.62036MaRDI QIDQ4410074
Walter Philipp, Herold G. Dehling
Publication date: 21 October 2003
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60F05: Central limit and other weak theorems
62G30: Order statistics; empirical distribution functions
60F17: Functional limit theorems; invariance principles
Related Items
Generic Consistency for Approximate Stochastic Programming and Statistical Problems, Generalized Lorenz curves and convexifications of stochastic processes, Long range dependence for stable random processes, Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises, Long range dependence of heavy-tailed random functions, A Quantile‐based Test for Symmetry of Weakly Dependent Processes, A Fourth Moment Inequality for Functionals of Stationary Processes, Random Forests for Spatially Dependent Data, On the disjoint and sliding block maxima method for piecewise stationary time series, Stationary vine copula models for multivariate time series, Multivariate generalized linear-statistics of short range dependent data, Renewal regime switching and stable limit laws, A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing, Generalized spectral tests for the martingale difference hypothesis, A large deviations approach to limit theory for heavy-tailed time series, Asymptotics for random functions moderated by dependent noise, Approximating class approach for empirical processes of dependent sequences indexed by functions, An empirical process central limit theorem for multidimensional dependent data, Censored quantile regression processes under dependence and penalization, Extreme value copula estimation based on block maxima of a multivariate stationary time series, How the instability of ranks under long memory affects large-sample inference, Monitoring parameter change in time series models, Aggregation of autoregressive random fields and anisotropic long-range dependence, On invariant distribution function estimation for continuous-time stationary processes, On the weak invariance principle for stationary sequences under projective criteria, Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications, On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications, Non-asymptotic tests of model performance, Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes, Invariance principles for tempered fractionally integrated processes, Inference for heavy tailed stationary time series based on sliding blocks, Dynkin's games and Israeli options, Empirical process results for exchangeable arrays, Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach, Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution, On a class of norms generated by nonnegative integrable distributions, Method of moments estimators for the extremal index of a stationary time series, Minimum distance lack-of-fit tests under long memory errors, Anisotropic scaling limits of long-range dependent random fields, Scaling transition for long-range dependent Gaussian random fields, Discrete-time trawl processes, Chernoff's density is log-concave, A general approach to the joint asymptotic analysis of statistics from sub-samples, Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences, Sequential empirical process in autoregressive models with measurement errors, A nonparametric test of a strong leverage hypothesis, Strong diffusion approximation in averaging with dynamical systems fast motions, TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS, GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS, On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise, Minimum-Distance Estimator for Stable Exponent