Convergence of Distributions Generated by Stationary Stochastic Processes

Cited In (only showing first 100 items - show all)

Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors
A functional central limit theorem for strongly mixing sequences of random variables
Testing the Cointegrating Rank with Uncorrelated but Dependent Errors
Trimmed stable AR(1) processes
Mildly explosive autoregression with mixing innovations
Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors
Gradient procedures for stochastic approximation with dependent noise and their asymptotic behaviour
Partial functional linear regression with autoregressive errors
The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes
Asymptotic properties in partial linear models under dependence
Asymptotic properties of weighted least squares estimation in weak PARMA models
Convergence rates of the strong law for stationary mixing sequences
Heavy-traffic limits for an infinite-server fork-join queueing system with dependent and disruptive services
Spectral density estimation for linear processes with dependent innovations
Limit theorems for 2D invasion percolation
Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes
Bahadur representation for the nonparametricM-estimator under α-mixing dependence
The bootstrap for empirical processes based on stationary observations
Weak convergence of multidimensional empirical processes for strong mixing sequences of stochastic vectors
A note on asymptotic parametric prediction
HAC estimation and strong linearity testing in weak ARMA models
Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions
ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM
A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes
A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\)
On the convergence of partial differential equations of parabolic type with rapidly oscillating coefficients to stochastic partial differential equations
Moment inequalities for mixing sequences
Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models
Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors
Estimating the asymptotic variance matrix of the QMLE of weak multivariate ARMA models
The bootstrap of the mean for strong mixing sequences under minimal conditions
Rate of convergence of the mean for sub-additive ergodic sequences
Moment bounds for stationary mixing sequences
A Bernstein inequality for exponentially growing graphs
Asymptotic Normality for Regression Function Estimate Under Truncation and α-Mixing Conditions
Moment inequalities for mixing sequences of random variables
Nonparametric approach to identifying NARX systems
The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence
Covariance matrix estimation for estimators of mixing weak ARMA models
Kernel-based prediction of non-Markovian time series
A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE
Self-normalized Cramér-type moderate deviations under dependence
MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS
Averaging and fluctuations for parabolic equations with rapidly oscillating random coefficients
High dimensional generalized empirical likelihood for moment restrictions with dependent data
Contracting in space: An application of spatial statistics to discrete-choice models
Random central limit theorem for the linear process generated by a strong mixing process
Nonparametric inference for thinned point process
On resampling and uncertainty estimation in linear system identification
Estimation du comportement asymptotique des autocovariances et autocorrelations empiriques de processus multivariéeas
Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes
Rough flows and homogenization in stochastic turbulence
NONPARAMETRIC ESTIMATORS FOR TIME SERIES
Non-parametric regression for spatially dependent data with wavelets
Copula estimation through wavelets
Intermittency of superpositions of Ornstein-Uhlenbeck type processes
Estimating linear representations of nonlinear processes
A normal inverse Gaussian model for a risky asset with dependence
About the Lindeberg method for strongly mixing sequences
Panel data analysis with heterogeneous dynamics
The invariance principle for ϕ-mixing sequences
Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions
A bootstrapped spectral test for adequacy in weak ARMA models
Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms
Functional central limit theorems for strictly stationary processes satisfying the strong mixing condition
Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence
On the central limit theorem for stationary processes
Nonparametric regression estimation in models with weak error's structure
Multilinear forms and measures of dependence between random variables
Invariance principles for dependent variables
A large deviation inequality for \(\beta\)-mixing time series and its applications to the functional kernel regression model
The Borel-Cantelli lemma for strong mixing sequences of events and their applications to LIL
The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes
On the correlation analysis of stocks with zero returns
Invariance principles under a two-part mixing assumption
The central limit theorem for summability methods of some weakly dependent sequences
Some mixing properties of conditionally independent processes
Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
On convergence rates for quadratic errors in kernel hazard estimation
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
On the Chernoff-Savage theorem for dependent sequences
Estimation of weak ARMA models with regime changes
Spurious Regressions in Time Series with Long Memory
Nonparametric density estimation for spatial data with wavelets
Local Hölder exponent estimation for multivariate continuous time processes
A new estimation in functional linear concurrent model with covariate dependent and noise contamination
Wavelet detection of change points in hazard rate models with censored dependent data
On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation
Central limit theorems for high dimensional dependent data
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Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms
Last passage time for the empirical mean of some mixing processes
On the subsample bootstrap variance estimation
Methods for high-dimensional multivariate and multi-group repeated measures data under non-normality
Goodness-of-fit tests for SPARMA models with dependent error terms
Stratonovich–Khasminskii averaging principle for multiscale random Korteweg–de Vries-Burgers equation
Confidence regions for entries of a large precision matrix

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