Pages that link to "Item:Q1058250"

The following pages link to Some mixing properties of time series models (Q1058250):

Displaying 50 items.

• Distribution function estimation via Bernstein polynomial of random degree (Q263898) (← links)
• A parametric bootstrap test for cycles (Q265115) (← links)
• A consistent bootstrap test for conditional density functions with time-series data (Q275271) (← links)
• Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications (Q300515) (← links)
• Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients (Q308397) (← links)
• Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
• Asymptotic normality of numbers of observations near order statistics from stationary processes (Q334054) (← links)
• Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
• Bootstrapping the empirical distribution of a linear process (Q395990) (← links)
• Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes (Q408083) (← links)
• Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
• Moment condition tests for heavy tailed time series (Q528143) (← links)
• The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis (Q553001) (← links)
• Feature matching in time series modeling (Q635410) (← links)
• Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
• Comments on ``Unbiased estimates for moments and cumulants in linear regression'' (Q665069) (← links)
• A functional limit theorem for dependent sequences with infinite variance stable limits (Q690870) (← links)
• Covariance inequalities (Q704267) (← links)
• A note on the Lynden-Bell estimator under association (Q712539) (← links)
• Recursive kernel density estimators under a weak dependence condition (Q756326) (← links)
• A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables (Q766218) (← links)
• Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863) (← links)
• Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes (Q853838) (← links)
• Estimating beta-mixing coefficients via histograms (Q902219) (← links)
• Some stochastic inequalities and asymptotic normality of serial rank statistics in general linear processes (Q915325) (← links)
• Kernel density estimation on random fields (Q921787) (← links)
• A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\) (Q927262) (← links)
• Asymptotic properties of nonparametric M-estimation for mixing functional data (Q958810) (← links)
• Bahadur representation of nonparametric \(M\)-estimators for spatial processes (Q960615) (← links)
• Nonparametric density estimation for positive time series (Q962247) (← links)
• Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (Q963848) (← links)
• Local linear M-estimation for spatial processes in fixed-design models (Q964814) (← links)
• \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
• Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence (Q997008) (← links)
• Nonparametric regression estimation with general parametric error covariance (Q1000563) (← links)
• On Berry-Esseen bounds for non-instantaneous filters of linear processes (Q1002555) (← links)
• A maximal moment inequality for \(\alpha \)-mixing sequences and its applications (Q1030155) (← links)
• Mixing properties of ARMA processes (Q1104632) (← links)
• Fixed design regression for time series: Asymptotic normality (Q1185836) (← links)
• Kernel estimation of the survival function and hazard rate under weak dependence (Q1262045) (← links)
• Rank statistics for serial dependence (Q1262061) (← links)
• A consistent nonparametric test for serial independence (Q1298443) (← links)
• Last passage time for the empirical mean of some mixing processes (Q1305286) (← links)
• Nonparametric prediction for random fields (Q1313133) (← links)
• On residual sums of squares in non-parametric autoregression (Q1313134) (← links)
• Conditional empirical, quantile and difference processes for a large class of time series with applications (Q1330216) (← links)
• Density estimation for time series by histograms (Q1330219) (← links)
• Order statistics for nonstationary time series (Q1335371) (← links)
• Asymptotic behavior of \(L\)-statistics for a large class of time series (Q1335372) (← links)
• Probability density estimation from dependent observations using wavelets orthonormal bases (Q1336906) (← links)