Pages that link to "Item:Q1879839"

The following pages link to On weighted \(U\)-statistics for stationary processes. (Q1879839):

Displaying 37 items.

• Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales (Q473167) (← links)
• Memory properties of transformations of linear processes (Q523450) (← links)
• Bahadur representation for \(U\)-quantiles of dependent data (Q538185) (← links)
• Asymptotic properties of \(U\)-processes under long-range dependence (Q638797) (← links)
• Minimum distance lack-of-fit tests for fixed design (Q710754) (← links)
• Asymptotics for statistical functionals of long-memory sequences (Q765881) (← links)
• On maxima of periodograms of stationary processes (Q834359) (← links)
• Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
• On inference validity of weighted U-statistics under data heterogeneity (Q1786572) (← links)
• Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean (Q2131251) (← links)
• Inference for change points in high-dimensional data via selfnormalization (Q2131255) (← links)
• Exponential inequalities for dependent V-statistics via random Fourier features (Q2184627) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• Randomized incomplete \(U\)-statistics in high dimensions (Q2284368) (← links)
• Bahadur representations for bootstrap quantiles (Q2352402) (← links)
• A new nonlinearity test to circumvent the limitation of Volterra expansion with application (Q2398407) (← links)
• A martingale decomposition for quadratic forms of Markov chains (with applications) (Q2434497) (← links)
• Long-range dependent time series specification (Q2435219) (← links)
• On asymptotic distributions of weighted sums of periodograms (Q2435247) (← links)
• Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724) (← links)
• Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
• Strong invariance principles for dependent random variables (Q2460327) (← links)
• Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes (Q2469666) (← links)
• On linear processes with dependent innovations (Q2485859) (← links)
• On the Bahadur representation of sample quantiles for dependent sequences (Q2583423) (← links)
• Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain (Q2692922) (← links)
• A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS (Q2886972) (← links)
• Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes (Q2892929) (← links)
• SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE (Q3168871) (← links)
• TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
• Almost sure representations of weighted<i>U</i>-statistics with applications (Q3509725) (← links)
• Limit theorems for U-statistics of Bernoulli data (Q4989418) (← links)
• Testing Kendall's <i>τ</i> for a large class of dependent sequences (Q5119171) (← links)
• Nonlinear system theory: Another look at dependence (Q5385851) (← links)
• Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations (Q6068845) (← links)
• Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model (Q6090554) (← links)