scientific article; zbMATH DE number 1944026
From MaRDI portal
Publication:4410074
Recommendations
- scientific article; zbMATH DE number 1862451
- New techniques for empirical processes of dependent data
- Empirical processes
- scientific article; zbMATH DE number 51427
- Conditional empirical processes
- Nonparametric estimation for dependent data
- scientific article; zbMATH DE number 4005243
- Limit theorems for empirical processes based on dependent data
- scientific article; zbMATH DE number 192936
Cited in
(61)- Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach
- On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise
- Censored quantile regression processes under dependence and penalization
- Non-asymptotic tests of model performance
- Empirical process results for exchangeable arrays
- A quantile-based test for symmetry of weakly dependent processes
- Functional limit theorems for shot noise processes with weakly dependent noises
- A Fourth Moment Inequality for Functionals of Stationary Processes
- Long range dependence of heavy-tailed random functions
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications
- Minimum-Distance Estimator for Stable Exponent
- Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes
- Generalized spectral tests for the martingale difference hypothesis
- Random Forests for Spatially Dependent Data
- Monitoring parameter change in time series models
- On invariant distribution function estimation for continuous-time stationary processes
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
- On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS
- Invariance principles for tempered fractionally integrated processes
- Minimum distance lack-of-fit tests under long memory errors
- Approximating class approach for empirical processes of dependent sequences indexed by functions
- On the weak invariance principle for stationary sequences under projective criteria
- Dynkin's games and Israeli options
- 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
- Generalized Lorenz curves and convexifications of stochastic processes
- Stationary vine copula models for multivariate time series
- scientific article; zbMATH DE number 1862451 (Why is no real title available?)
- Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
- Generic consistency for approximate stochastic programming and statistical problems
- How the instability of ranks under long memory affects large-sample inference
- Aggregation of autoregressive random fields and anisotropic long-range dependence
- A general approach to the joint asymptotic analysis of statistics from sub-samples
- Predictive Inference Based on Markov Chain Monte Carlo Output
- Anisotropic scaling limits of long-range dependent random fields
- Sequential empirical process in autoregressive models with measurement errors
- Inference for heavy tailed stationary time series based on sliding blocks
- A nonparametric test of a strong leverage hypothesis
- A large deviations approach to limit theory for heavy-tailed time series
- Asymptotics for random functions moderated by dependent noise
- On a class of norms generated by nonnegative integrable distributions
- Multivariate generalized linear-statistics of short range dependent data
- Long range dependence for stable random processes
- Strong diffusion approximation in averaging with dynamical systems fast motions
- Chernoff's density is log-concave
- Extreme value copula estimation based on block maxima of a multivariate stationary time series
- Renewal regime switching and stable limit laws
- An empirical process central limit theorem for multidimensional dependent data
- A CLT for weighted time-dependent uniform empirical processes
- Discrete-time trawl processes
- Method of moments estimators for the extremal index of a stationary time series
- Scaling transition for long-range dependent Gaussian random fields
- Some strong limit theorems in averaging
- Almost sure diffusion approximation in averaging via rough paths theory
- Time irreversible copula-based Markov models
- Sequential Empirical Process of Independence
- Empirical limit theorems for Wiener chaos
- Strong diffusion approximation in averaging and value computation in Dynkin's games
- On the disjoint and sliding block maxima method for piecewise stationary time series
- Limit theorems for non-degenerate U-statistics of block maxima for time series
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 Q4410074)