Weak convergence for weighted empirical processes of dependent sequences
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Cited in
(only showing first 100 items - show all)- Inference for the limiting cluster size distribution of extreme values
- Estimating the multivariate extremal index function
- Weak convergence of the tail empirical process for dependent sequences
- A maximal moment inequality for \(\alpha \)-mixing sequences and its applications
- Estimation of total time on test transforms for stationary observations
- Central limit theorem for the empirical process of a linear sequence with long memory
- Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression
- Local M-estimator for nonparametric time series.
- Nonparametric estimation equations for time series data.
- Weak convergence for empirical processes of associated sequences
- Limit theorems for the nonlinear functional of stationary Gaussian processes
- Asymptotic properties for LS estimators in EV regression model with dependent errors
- On limiting distribution of U-statistics based on associated random variables
- Local polynomial estimation of a conditional mean function with dependent truncated data
- Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting
- Estimation of a two-dimensional distribution function under association
- Multivariate probability density estimation for associated processes: Strong consistency and rates.
- Weighted approximations of tail processes for \(\beta\)-mixing random variables.
- Asymptotics of empirical processes of long memory moving averages with infinite variance.
- The periodogram of an i.i.d. sequence.
- Empirical likelihood for conditional quantile with left-truncated and dependent data
- Asymptotic results for spatial causal ARMA models
- Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables
- Convergence rates of wavelet density estimators for strongly mixing samples
- Copula-based time series with filtered nonstationarity
- Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean
- Method of moments estimators for the extremal index of a stationary time series
- Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
- Conditional quantile estimation with auxiliary information for left-truncated and dependent data
- Statistical inference for autoregressive models under heteroscedasticity of unknown form
- Averaged and integrated estimations of varying-coefficient regression models with dependent observations
- Wavelet regression estimations with strong mixing data
- Wavelet estimation in time-varying coefficient models
- Weak convergence of the weighted sequential empirical process of some long-range dependent data
- Continuous mapping approach to the asymptotics of U- and V-statistics
- A general method to the strong law of large numbers and its applications
- Uniform CLT for empirical process
- Rate of convergence for multiple change-points estimation of moving-average processes
- Tightness criterion and weak convergence for the generalized empirical process in \(D[0, 1]\)
- Extensions of some classical methods in change point analysis
- The space \(\tilde D_ k\) land weak convergence for the rectangle-indexed processes under mixing
- Weighted weak convergence for empirical processes of negatively associated sequences.
- Estimation of copula-based semiparametric time series models
- Trending time-varying coefficient time series models with serially correlated errors
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS
- Self-normalized Cramér-type moderate deviations under dependence
- Local linear fitting under near epoch dependence: uniform consistency with convergence rates
- A new diagnostic test for cross-section uncorrelatedness in nonparametric panel data models
- Weighted empirical FCLT for weakly dependent processes
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- Weak convergence of residual median process for dependent or randomly censored samples
- Weak and strong convergence of empirical distribution functions from germ-grain processes
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- Kernel estimation of conditional density with truncated, censored and dependent data
- Empirical likelihood for longitudinal partially linear model with -mixing errors
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- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes
- A two–stage approach to additive time series models
- Asymptotic estimation of the E-Gini index
- Asymptotic properties for an M-estimator of the regression function with truncation and dependent data
- Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval
- Generalized Lorenz curves and convexifications of stochastic processes
- Monitoring test for stability of copula parameter in time series
- Maximal moment inequality for partial sums of \(\rho\)-mixing sequences and its applications
- Weak convergence for stationary bootstrap empirical processes of associated sequences
- Arbitrary functional Glivenko-Cantelli classes and applications to different types of dependence
- Wavelet estimation in varying coefficient models for censored dependent data
- A weak convergence result for sequential empirical processes under weak dependence
- Functional limit theorems for shot noise processes with weakly dependent noises
- Estimation of the limit variance for sums under a new weak dependence condition
- Pricing kernel estimation: a local estimating equation approach
- Semiparametric trending panel data models with cross-sectional dependence
- Nonparametric multidimensional fixed effects panel data models
- Weighted Nadaraya-Watson regression estimation
- Asymptotic normality for \(U\)-statistics of associated random variables
- Estimating a distribution function for censored time series data
- A modified functional delta method and its application to the estimation of risk functionals
- Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation
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- Conditional versions of limit theorems for conditionally associated random variables
- Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process
- The Bahadur representation for empirical and smooth quantile estimators under association
- Weak convergence of stationary empirical processes
- Limit theorems for sequences of perturbed random variables in Hilbert spaces
- Monotonic mean-deviation risk measures
- Time series quantile regression kink with an unknown threshold
- Specification tests for time-varying coefficient panel data models
- On the Glivenko-Cantelli theorem forreal-valued empirical functions of stationary -mixing and -mixing sequences
- Estimation of the distribution and density functions using Bernstein polynomials under weak dependence
- Berry-Esseen bounds for degenerate U-statistics with application to distance correlation
- Asymptotic normality for weighted estimator of conditional density with truncated and censored data
- Hazard rate estimation from associated and contaminated data: strong uniform consistency
- On the strong convergence rate for positively associated random variables
- The Bahadur representation of the linear kernel quantile estimator under ANA random variables and its application
- Asymptotics for statistical functionals of long-memory sequences
- Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions
- Weak convergence of empirical processes on sequences of stationary random variables
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