Pages that link to "Item:Q1613665"
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The following pages link to A new weak dependence condition and applications to moment inequalities (Q1613665):
Displaying 50 items.
- Kernel estimators of mode under \(\psi\)-weak dependence (Q263257) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations (Q265671) (← links)
- Guest editorial. Analysis of spatially dependent data (Q280263) (← links)
- A central limit theorem for endogenous locations and complex spatial interactions (Q280279) (← links)
- Stationary bootstrapping realized volatility under market microstructure noise (Q364198) (← links)
- Estimation in threshold autoregressive models with correlated innovations (Q380012) (← links)
- Some uniform convergence results for kernel estimators (Q382783) (← links)
- Approximating class approach for empirical processes of dependent sequences indexed by functions (Q396010) (← links)
- The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences (Q397205) (← links)
- Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230) (← links)
- Recursive kernel estimation of the density under \(\eta\)-weak dependence (Q397233) (← links)
- On binary and categorical time series models with feedback (Q406539) (← links)
- Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency (Q418236) (← links)
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Adjustment coefficient for risk processes in some dependent contexts (Q429976) (← links)
- On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- Relative stability in strictly stationary random sequences (Q436291) (← links)
- An empirical process central limit theorem for multidimensional dependent data (Q457103) (← links)
- Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
- Misparametrization subsets for penalized least squares model selection (Q466060) (← links)
- Qualitative robustness of estimators on stochastic processes (Q504178) (← links)
- Conditional maximum likelihood estimation for a class of observation-driven time series models for count data (Q511583) (← links)
- On spatial processes and asymptotic inference under near-epoch dependence (Q528034) (← links)
- Empirical processes of multidimensional systems with multiple mixing properties (Q544505) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- A functional limit theorem for \(\eta \)-weakly dependent processes and its applications (Q623491) (← links)
- Strong law of large numbers for pairwise positive quadrant dependent random variables (Q625310) (← links)
- An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
- Limit theorem for random walk in weakly dependent random scenery (Q629792) (← links)
- On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
- Split invariance principles for stationary processes (Q653310) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- On weak dependence conditions: the case of discrete valued processes (Q712525) (← links)
- A note on the Lynden-Bell estimator under association (Q712539) (← links)
- New techniques for empirical processes of dependent data (Q734659) (← links)
- Quasi-likelihood analysis for nonsynchronously observed diffusion processes (Q740191) (← links)
- Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors (Q743763) (← links)
- Weak dependence, models and some applications (Q745335) (← links)
- Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
- Hypothesis testing for families of ergodic processes (Q850744) (← links)
- An exponential inequality under weak dependence (Q850748) (← links)
- An empirical central limit theorem for dependent sequences (Q873610) (← links)
- Convergence rates in the law of large numbers and in density estimation for associated random variables (Q883409) (← links)
- Probability and moment inequalities for sums of weakly dependent random variables, with applications (Q886114) (← links)
- Almost sure functional central limit theorems for weakly dependent sequences (Q947159) (← links)
- Weakly dependent chains with infinite memory (Q952736) (← links)
- The functional central limit theorem for a family of GARCH observations with applications (Q952866) (← links)
- Weakly dependent functional data (Q973886) (← links)
