Convergence of Distributions Generated by Stationary Stochastic Processes

Cited in

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About estimation of ARIMA process with strong mixing MA part
Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours
Non-parametric regression for spatially dependent data with wavelets
Invariance principle for estimates of regression coefficients of a random field
Intermittency of superpositions of Ornstein-Uhlenbeck type processes
Estimating linear representations of nonlinear processes
Generalized composite multi-sample tests for high-dimensional data
Frequentist Model Averaging for the Nonparametric Additive Model
A normal inverse Gaussian model for a risky asset with dependence
Panel data analysis with heterogeneous dynamics
A note on moment bounds for strong mixing sequences
About the Lindeberg method for strongly mixing sequences
A bootstrapped spectral test for adequacy in weak ARMA models
Empirical distribution functions and functions of order statistics for mixing random variables
The invariance principle for ϕ-mixing sequences
Mean tests for high-dimensional time series
Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions
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
Nonparametric regression estimation in models with weak error's structure
Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence
Multilinear forms and measures of dependence between random variables
On the central limit theorem for stationary processes
External bootstrap tests for parameter stability.
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
Invariance principles for dependent variables
Learning theory estimates with observations from general stationary stochastic processes
Berry-Esseen bounds of asymptotic normality of kernel density estimator for long-span high-frequency data with α -mixing
Invariance principles under a two-part mixing assumption
The central limit theorem for summability methods of some weakly dependent sequences
A functional central limit theorem for strongly mixing sequences of random variables
On the correlation analysis of stocks with zero returns
Trimmed stable AR(1) processes
Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors
A goodness-of-fit test for integer-valued autoregressive processes
Mildly explosive autoregression with mixing innovations
Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors
Testing the Cointegrating Rank with Uncorrelated but Dependent Errors
Some mixing properties of conditionally independent processes
Gradient procedures for stochastic approximation with dependent noise and their asymptotic behaviour
Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
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
On convergence rates for quadratic errors in kernel hazard estimation
Asymptotic properties of weighted least squares estimation in weak PARMA models
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
On the Chernoff-Savage theorem for dependent sequences
Convergence rates of the strong law for stationary mixing sequences
Estimation of weak ARMA models with regime changes
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
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
Asymptotic analysis for semilinear heat equation with hyperbolic perturbation and random fast oscillating noise
Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes
Nonparametric density estimation for spatial data with wavelets
The bootstrap for empirical processes based on stationary observations
A note on asymptotic parametric prediction
HAC estimation and strong linearity testing in weak ARMA models
Weak convergence of multidimensional empirical processes for strong mixing sequences of stochastic vectors
Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions
Local Hölder exponent estimation for multivariate continuous time 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
ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM
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
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
On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation
Central limit theorems for high dimensional dependent data
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
scientific article; zbMATH DE number 7594588 (Why is no real title available?)
Averaging principle for complex Ginzburg-Landau equation perturbated by mixing random forces
Last passage time for the empirical mean of some mixing processes
On the subsample bootstrap variance estimation
Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms
Rate of convergence of the mean for sub-additive ergodic sequences
The bootstrap of the mean for strong mixing sequences under minimal conditions
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
Moment bounds for stationary mixing sequences
Limit theorems for sequences of perturbed random variables in Hilbert spaces
A Bernstein inequality for exponentially growing graphs
Nonparametric approach to identifying NARX systems
The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
Spurious regressions in time series with long memory
Moment inequalities for mixing sequences of random variables
Asymptotic normality for L₁ norm kernel estimator of conditional median under -mixing dependence
Covariance matrix estimation for estimators of mixing weak ARMA models
Confidence regions for entries of a large precision matrix
Averaging principles for stochastic 2D Navier-Stokes equations
Stratonovich–Khasminskii averaging principle for multiscale random Korteweg–de Vries-Burgers equation
Kernel-based prediction of non-Markovian time series
Stratonovich-Khasminskii averaging principle for multiscale random evolution equations
Peaks, gaps, and time‐reversibility of economic time series

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