The following pages link to Mixing: Properties and examples (Q1320432):
Displayed 50 items.
- Detection of multiple changes in a sequence of dependent variables (Q120317) (← links)
- Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence (Q707051) (← links)
- Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes (Q853838) (← links)
- Asymptotic normality for the wavelets estimator of the additive regression components (Q857121) (← links)
- Nonparametric regression with heteroscedastic long memory errors (Q861203) (← links)
- Almost sure convergence of the \(k_{T}\)-occupation time density estimator (Q869470) (← links)
- Nonparametric regression estimation for random fields in a fixed-design (Q882908) (← links)
- Probability and moment inequalities for sums of weakly dependent random variables, with applications (Q886114) (← links)
- Kernel regression estimation for continuous spatial processes (Q926975) (← links)
- A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\) (Q927262) (← links)
- Strong pointwise consistency of the \(k_T\)-occupation time density estimator (Q930089) (← links)
- A locally asymptotically powerful test for nonlinear autoregressive models (Q931815) (← links)
- Weakly dependent chains with infinite memory (Q952736) (← links)
- Nonparametric estimation of level sets under minimal assumptions (Q956388) (← links)
- Variable selection in neural network regression models with dependent data: a subsampling approach (Q957121) (← links)
- Strong convergence in nonparametric regression with truncated dependent data (Q958915) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory (Q996979) (← links)
- A note on asymptotic parametric prediction (Q999007) (← links)
- Nonparametric regression estimation with general parametric error covariance (Q1000563) (← links)
- Bootstrap inference in local polynomial regression of time series (Q1001747) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
- A generalization of Hoeffding's lemma, and a new class of covariance inequalities (Q1007352) (← links)
- Learning near-optimal policies with Bellman-residual minimization based fitted policy iteration and a single sample path (Q1009248) (← links)
- A Berry-Esseen theorem for sample quantiles under weak dependence (Q1009481) (← links)
- Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables (Q1265971) (← links)
- Rosenthal's inequality for LPQD sequences (Q1284060) (← links)
- Least-square estimation for regression on random designs for absolutely regular observations (Q1284581) (← links)
- Testing linearity for NARX models (Q1287103) (← links)
- Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition (Q1292778) (← links)
- On the distribution of tail array sums for strongly mixing stationary sequences (Q1296609) (← links)
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series (Q1298473) (← links)
- On the bootstrap and the moving block bootstrap for the maximum of a stationary process (Q1298881) (← links)
- A nonparametric goodness-of-fit test for a class of parametric autoregressive models (Q1299430) (← links)
- A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence (Q1299492) (← links)
- Functional estimation for time series: Uniform convergence properties (Q1299530) (← links)
- Longitudinal data with nonstationary errors: A nonparametric three-stage approach (Q1302070) (← links)
- Estimation and test of linearity for a class of additive nonlinear models (Q1305278) (← links)
- Comparison of bandwidth selectors in nonparametric regression under dependence (Q1351550) (← links)
- Quantile smoothing in financial time series (Q1360288) (← links)
- Nonparametric estimation of density derivatives of dependent data (Q1360978) (← links)
- Subsampling for heteroskedastic time series (Q1372916) (← links)
- Random central limit theorem for the linear process generated by a strong mixing process (Q1373989) (← links)
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions (Q1377328) (← links)
- Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation (Q1382470) (← links)
- The bootstrap for empirical processes based on stationary observations (Q1382489) (← links)
- On Edgeworth expansions for dependency-neighborhoods chain structures and Stein's method (Q1408499) (← links)
- Adaptive estimation of density with sampled observations. (Q1420160) (← links)
- Bootstrapping nonparametric estimators of the volatility function. (Q1421318) (← links)
- A stochastic model for evolution of sociality in insects. (Q1427682) (← links)