scientific article; zbMATH DE number 1862451
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Publication:4791730
zbMATH Open1005.00016MaRDI QIDQ4791730FDOQ4791730
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Publication date: 2 February 2003
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Cited In (30)
- Solving Estimating Equations With Copulas
- Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function
- Inference on functionals under first order degeneracy
- Statistical inference for the slope parameter in functional linear regression
- Quantifying deviations from separability in space-time functional processes
- Asymptotic results for the empirical process of stationary sequences
- A functional central limit theorem for empirical processes under a strong mixing condition
- Sequential complexities and uniform martingale laws of large numbers
- Nonparametric analysis of nonhomogeneous multistate processes with clustered observations
- On the Bahadur representation of sample quantiles for dependent sequences
- Empirical process of concomitants for partly categorial data and applications in statistics
- Distribution of levels in high-dimensional random landscapes
- Semiparametric Estimation of Risk–Return Relationships
- On weak convergence of random fields
- Sequential Empirical Process of Independence
- Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design
- Nonparametric statistics of dynamic networks with distinguishable nodes
- Nonparametric regression with heteroscedastic long memory errors
- Goodness-of-fit testing under long memory
- A Hoeffding-type inequality for ergodic time series
- Data-driven smooth tests for the martingale difference hypothesis
- Title not available (Why is that?)
- Estimating and testing for smooth structural changes in moment condition models
- Goodness-of-fit tests for long memory moving average marginal density
- Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
- Weak convergence of non-stationary multivariate marked processes with applications to martingale testing
- How the instability of ranks under long memory affects large-sample inference
- Portfolio selection in non-stationary markets
- Empirical process of long memory Gaussian subordinated random fields.
- Weak convergence of the tail empirical process for dependent sequences
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