Weak convergence for weighted empirical processes of dependent sequences
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(98)- Weighted empirical FCLT for weakly dependent processes
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- Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation
- Functional limit theorems for shot noise processes with weakly dependent noises
- Copula-based time series with filtered nonstationarity
- Uniform CLT for empirical process
- Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process
- Nonparametric multidimensional fixed effects panel data models
- The Bahadur representation for empirical and smooth quantile estimators under association
- Estimation of total time on test transforms for stationary observations
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS
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- Weighted weak convergence for empirical processes of negatively associated sequences.
- Tightness criterion and weak convergence for the generalized empirical process in \(D[0, 1]\)
- Nonparametric estimation equations for time series data.
- Averaged and integrated estimations of varying-coefficient regression models with dependent observations
- Weak convergence of residual median process for dependent or randomly censored samples
- Rate of convergence for multiple change-points estimation of moving-average processes
- Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
- Weak convergence for stationary bootstrap empirical processes of associated sequences
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- Wavelet regression estimations with strong mixing data
- Statistical inference for autoregressive models under heteroscedasticity of unknown form
- Method of moments estimators for the extremal index of a stationary time series
- Convergence rates of wavelet density estimators for strongly mixing samples
- Estimating a distribution function for censored time series data
- Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean
- Exponential inequalities for positively associated random variables and applications
- Weighted approximations of tail processes for \(\beta\)-mixing random variables.
- Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression
- Asymptotics of empirical processes of long memory moving averages with infinite variance.
- Limit theorems for the nonlinear functional of stationary Gaussian processes
- Self-normalized Cramér-type moderate deviations under dependence
- Notes on the exponential inequalities for strictly stationary and positively associated random variables
- Kernel estimation of conditional density with truncated, censored and dependent data
- Estimation of the limit variance for sums under a new weak dependence condition
- Asymptotic properties for an M-estimator of the regression function with truncation and dependent data
- Arbitrary functional Glivenko-Cantelli classes and applications to different types of dependence
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- On limiting distribution of U-statistics based on associated random variables
- Weak convergence for empirical processes of associated sequences
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- Conditional quantile estimation with truncated, censored and dependent data
- Functional central limit theorem for excursion set volumes of quasi-associated random fields
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- Weak convergence of serial rank statistics under dependence with applications in time series and Markov processes
- Empirical likelihood for conditional quantile with left-truncated and dependent data
- Generalized Lorenz curves and convexifications of stochastic processes
- Weak convergence of stationary empirical processes
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes
- Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting
- A two–stage approach to additive time series models
- Weak convergence of empirical processes on sequences of stationary random variables
- Semiparametric trending panel data models with cross-sectional dependence
- Local linear fitting under near epoch dependence: uniform consistency with convergence rates
- A note on weighted sums of associated random variables
- A weak convergence result for sequential empirical processes under weak dependence
- A modified functional delta method and its application to the estimation of risk functionals
- Asymptotic results for spatial causal ARMA models
- Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables
- Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics
- Central limit theorem for the empirical process of a linear sequence with long memory
- Conditional versions of limit theorems for conditionally associated random variables
- An empirical central limit theorem for dependent sequences
- Weak convergence of the weighted sequential empirical process of some long-range dependent data
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- A new diagnostic test for cross-section uncorrelatedness in nonparametric panel data models
- Estimation of copula-based semiparametric time series models
- Wavelet estimation in varying coefficient models for censored dependent data
- Estimation of a two-dimensional distribution function under association
- Monitoring test for stability of copula parameter in time series
- Extensions of some classical methods in change point analysis
- On the strong convergence rate for positively associated random variables
- A note on weak convergence of the sequential multivariate empirical process under strong mixing
- Pricing kernel estimation: a local estimating equation approach
- Asymptotic normality for \(U\)-statistics of associated random variables
- A maximal moment inequality for \(\alpha \)-mixing sequences and its applications
- Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval
- Conditional quantile estimation with auxiliary information for left-truncated and dependent data
- Local M-estimator for nonparametric time series.
- Wavelet estimation in time-varying coefficient models
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