Pages that link to "Item:Q1902947"

The following pages link to The functional law of the iterated logarithm for stationary strongly mixing sequences (Q1902947):

Displaying 18 items.

• Nonparametric estimation of structural change points in volatility models for time series (Q262749) (← links)
• Nonparametric regression on random fields with random design using wavelet method (Q265664) (← links)
• On consistency of minimum description length model selection for piecewise autoregressions (Q308393) (← links)
• Asymptotic normality of numbers of observations near order statistics from stationary processes (Q334054) (← links)
• On the adaptive wavelet deconvolution of a density for strong mixing sequences (Q457615) (← links)
• Bahadur representation for \(U\)-quantiles of dependent data (Q538185) (← links)
• Strong approximation of partial sums under dependence conditions with application to dynamical systems (Q655330) (← links)
• Statistical inference for a single-index varying-coefficient model (Q746298) (← links)
• Wavelet density estimation for mixing and size-biased data (Q824692) (← links)
• Kernel regression estimation for random fields (Q866620) (← links)
• Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (Q963848) (← links)
• Strong approximation for a class of stationary processes (Q1001848) (← links)
• The asymptotics of waiting times between stationary processes, allowing distortion (Q1305418) (← links)
• Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence (Q1570294) (← links)
• Coupling for \(\tau\)-dependent sequences and applications (Q1770896) (← links)
• Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting (Q1861386) (← links)
• The functional central limit theorem under the strong mixing condition (Q1872529) (← links)
• Convergence rates of wavelet density estimators for strongly mixing samples (Q2043541) (← links)