The following pages link to Mixing: Properties and examples (Q1320432):
Displaying 50 items.
- Comparing composite likelihood methods based on pairs for spatial Gaussian random fields (Q69394) (← links)
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- Detection of multiple changes in a sequence of dependent variables (Q120317) (← links)
- Spectral estimation of Hawkes processes from count data (Q128141) (← links)
- Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
- Consistency of a nonparametric conditional mode estimator for random fields (Q257634) (← links)
- Asymptotic normality of conditional density estimation with left-truncated and dependent data (Q259648) (← links)
- Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations (Q261826) (← links)
- Stability results for nonlinear error correction models (Q262797) (← links)
- Subsampling inference in threshold autoregressive models (Q262833) (← links)
- A parametric bootstrap test for cycles (Q265115) (← links)
- A semiparametric GARCH model for foreign exchange volatility (Q274897) (← links)
- Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases (Q278490) (← links)
- Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models (Q288106) (← links)
- A unified approach to self-normalized block sampling (Q288844) (← links)
- Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large (Q289174) (← links)
- Functional convergence of linear processes with heavy-tailed innovations (Q300283) (← links)
- Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications (Q300515) (← links)
- Central limit theorems and uniform laws of large numbers for arrays of random fields (Q302166) (← links)
- Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term (Q303958) (← links)
- Bootstrap uniform central limit theorems for Harris recurrent Markov chains (Q309568) (← links)
- A semiparametric multivariate partially linear model: a difference approach (Q313111) (← links)
- Detection of embeddings in binary Markov chains (Q314172) (← links)
- First and second order analysis for periodic random arrays using block bootstrap methods (Q315400) (← links)
- Group-wise semiparametric modeling: a SCSE approach (Q321904) (← links)
- Asymptotic properties of the minimum contrast estimators for projections of inhomogeneous space-time shot-noise Cox processes. (Q331312) (← links)
- Detecting multifractal stochastic processes under heavy-tailed effects (Q339843) (← links)
- Nonparametric long term prediction of stock returns with generated bond yields (Q343974) (← links)
- A nonconventional invariance principle for random fields (Q354752) (← links)
- Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
- A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
- Invariance principles in Besov spaces, Gaussian processes and long-range dependence (Q384773) (← links)
- On a clustering criterion for dependent observations (Q389296) (← links)
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
- Kernel estimation of conditional density with truncated, censored and dependent data (Q391797) (← links)
- Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors (Q391889) (← links)
- A transformation approach to modelling multi-modal diffusions (Q393584) (← links)
- Empirical likelihood for longitudinal partially linear model with \(\alpha\)-mixing errors (Q394452) (← links)
- Structural changes in autoregressive models for binary time series (Q394778) (← links)
- Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations (Q395952) (← links)
- Variational approach for spatial point process intensity estimation (Q395994) (← links)
- Estimation of the transition density of a Markov chain (Q405506) (← links)
- On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
- Hypothesis testing for Fisher-Snedecor diffusion (Q433748) (← links)
- Nonparametric estimation of the derivatives of a density by the method of wavelet for mixing sequences (Q434375) (← links)
- Relative stability in strictly stationary random sequences (Q436291) (← links)
- Graphical modelling of multivariate time series (Q438963) (← links)
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes (Q442076) (← links)
- Model selection for weakly dependent time series forecasting (Q442082) (← links)
- On latent process models in multi-dimensional space (Q449379) (← links)
