Pages that link to "Item:Q1347273"
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The following pages link to Invariance principles for absolutely regular empirical processes (Q1347273):
Displaying 50 items.
- Greedy algorithms for prediction (Q265302) (← links)
- Estimation of copula-based semiparametric time series models (Q274894) (← links)
- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data (Q278282) (← links)
- Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases (Q278490) (← links)
- Interval forecasts and parameter uncertainty (Q291858) (← links)
- Robust estimation for varying index coefficient models (Q311320) (← links)
- Empirical and sequential empirical copula processes under serial dependence (Q391662) (← links)
- Approximating class approach for empirical processes of dependent sequences indexed by functions (Q396010) (← links)
- Estimation for the single-index models with random effects (Q434962) (← links)
- Empirical likelihood for single-index varying-coefficient models (Q442078) (← links)
- An empirical process central limit theorem for multidimensional dependent data (Q457103) (← links)
- Confidence intervals for the mean based on exponential type inequalities and empirical likelihood (Q470597) (← links)
- Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
- Least squares estimation of large dimensional threshold factor models (Q506056) (← links)
- Holderian weak invariance principle for stationary mixing sequences (Q521965) (← links)
- Asymptotics for panel quantile regression models with individual effects (Q528023) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- Another look at the disjoint blocks bootstrap (Q619092) (← links)
- An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
- Weak convergence of stationary empirical processes (Q680395) (← links)
- New techniques for empirical processes of dependent data (Q734659) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
- Statistical inference for a single-index varying-coefficient model (Q746298) (← links)
- Asymptotics for statistical functionals of long-memory sequences (Q765881) (← links)
- Estimation of nonlinear autoregressive models using design-adapted wavelets (Q816372) (← links)
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
- A note on weak convergence of the sequential multivariate empirical process under strong mixing (Q895901) (← links)
- Nonparametric estimation of Mark's distribution of an exponential shot-noise process (Q906306) (← links)
- Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
- On convergence and convolutions of random signed measures (Q1014058) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Weak convergence for rectangle-indexed weighted multivariate empirical \(U\)-statistic processes under mixing conditions (Q1269080) (← links)
- Weak convergence in \(L^p(0,1)\) of the uniform empirical process under dependence (Q1273018) (← links)
- Central limit theorem for the empirical process of a linear sequence with long memory (Q1304375) (← links)
- Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences (Q1314306) (← links)
- Semiparametric nonhomogeneity analysis (Q1361734) (← links)
- The bootstrap for empirical processes based on stationary observations (Q1382489) (← links)
- Bootstrapping nonparametric estimators of the volatility function. (Q1421318) (← links)
- Limit theorems for the nonlinear functional of stationary Gaussian processes (Q1599236) (← links)
- Set-indexed conditional empirical and quantile processes based on dependent data (Q1599238) (← links)
- Local M-estimation with discontinuous criterion for dependent and limited observations (Q1747741) (← links)
- Panel kink regression with an unknown threshold (Q1782319) (← links)
- Regression-type inference in nonparametric autoregression (Q1807123) (← links)
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
- Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection (Q1848887) (← links)
- Estimation of a two-dimensional distribution function under association (Q1869132) (← links)
- Some remarks on coupling of dependent random variables (Q1871329) (← links)
- Weak convergence of some classes of martingales with jumps. (Q1872520) (← links)
