Pages that link to "Item:Q1934483"

The following pages link to Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483):

Displaying 25 items.

• Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results (Q258033) (← links)
• Energy statistics: a class of statistics based on distances (Q389244) (← links)
• Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607) (← links)
• Limit theorems for von Mises statistics of a measure preserving transformation (Q466892) (← links)
• Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions (Q2078532) (← links)
• Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes (Q2086282) (← links)
• Exponential inequalities for dependent V-statistics via random Fourier features (Q2184627) (← links)
• Integral transform methods in goodness-of-fit testing. I: The gamma distributions (Q2202027) (← links)
• Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes (Q2231589) (← links)
• Validation tests for the innovation distribution in INAR time series models (Q2259784) (← links)
• Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences (Q2335548) (← links)
• Limiting law results for a class of conditional mode estimates for functional stationary ergodic data (Q2396741) (← links)
• Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data (Q2694801) (← links)
• Additive regression model for stationary and ergodic continuous time processes (Q2979007) (← links)
• Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: Asymptotic results (Q2979611) (← links)
• A Model Specification Test For GARCH(1,1) Processes (Q3460672) (← links)
• Absolute regularity of semi-contractive GARCH-type processes (Q4968513) (← links)
• Test for Conditional Variance of Integer-Valued Time Series (Q5041354) (← links)
• Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications (Q5079799) (← links)
• Normality tests for dependent data: large-sample and bootstrap approaches (Q5087935) (← links)
• Tests for time series of counts based on the probability-generating function (Q5263982) (← links)
• Significance test for semiparametric conditional average treatment effects and other structural functions (Q6071700) (← links)
• Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data (Q6167552) (← links)
• On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm (Q6167703) (← links)
• Weak convergence of the conditional U-statistics for locally stationary functional time series (Q6493980) (← links)