Pages that link to "Item:Q1770896"

The following pages link to Coupling for \(\tau\)-dependent sequences and applications (Q1770896):

Displaying 37 items.

• Kernel estimators of mode under \(\psi\)-weak dependence (Q263257) (← links)
• A nonlinear model for long-memory conditional heteroscedasticity (Q327174) (← links)
• Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
• On weak dependence conditions for Poisson autoregressions (Q433580) (← links)
• Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
• Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
• Holderian weak invariance principle for stationary mixing sequences (Q521965) (← links)
• Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
• Split invariance principles for stationary processes (Q653310) (← links)
• A Bernstein type inequality and moderate deviations for weakly dependent sequences (Q662816) (← links)
• A large deviation inequality for \(\beta\)-mixing time series and its applications to the functional kernel regression model (Q680473) (← links)
• On weak dependence conditions: the case of discrete valued processes (Q712525) (← links)
• A strong invariance principle for positively or negatively associated random fields (Q730721) (← links)
• Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors (Q743763) (← links)
• Moment bounds for large autocovariance matrices under dependence (Q785402) (← links)
• An exponential inequality under weak dependence (Q850748) (← links)
• Probability and moment inequalities for sums of weakly dependent random variables, with applications (Q886114) (← links)
• Weakly dependent chains with infinite memory (Q952736) (← links)
• Strong approximation for a class of stationary processes (Q1001848) (← links)
• Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
• On periodic ergodicity of a general periodic mixed Poisson autoregression (Q1698240) (← links)
• Ergodicity conditions for a double mixed Poisson autoregression (Q1726882) (← links)
• On the Komlós, Major and Tusnády strong approximation for some classes of random iterates (Q1743346) (← links)
• Rejoinder on: Subsampling weakly dependent time series and application to extremes (Q1761538) (← links)
• New dependence coefficients. Examples and applications to statistics (Q1779992) (← links)
• Coupling for minimal distance (Q1876854) (← links)
• Coupling and perturbation techniques for categorical time series (Q2203638) (← links)
• Local stationarity and time-inhomogeneous Markov chains (Q2313278) (← links)
• Strong invariance principles for dependent random variables (Q2460327) (← links)
• Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence (Q2931572) (← links)
• A deviation bound for α-dependent sequences with applications to intermittent maps (Q2951893) (← links)
• Moderate deviations of functional of Markov Processes (Q3451719) (← links)
• Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
• Quenched Invariance Principles via Martingale Approximation (Q5272946) (← links)
• The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$ (Q5429594) (← links)
• A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION (Q5880730) (← links)
• Machine learning panel data regressions with heavy-tailed dependent data: theory and application (Q6090578) (← links)