Pages that link to "Item:Q1770896"
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The following pages link to Coupling for \(\tau\)-dependent sequences and applications (Q1770896):
Displaying 41 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)
- Learning CHARME models with neural networks (Q6579380) (← links)
- Adaptive directional estimator of the density in \(\mathbb{R}^d\) for independent and mixing sequences (Q6596175) (← links)
- Machine Learning Time Series Regressions With an Application to Nowcasting (Q6620932) (← links)
- Efficient and consistent model selection procedures for time series (Q6635709) (← links)
