Pages that link to "Item:Q1962865"

The following pages link to Asymptotic theory of weakly dependent stochastic processes (Q1962865):

Displaying 50 items.

• Greedy algorithms for prediction (Q265302) (← links)
• On the functional CLT for stationary Markov chains started at a point (Q271861) (← links)
• Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications (Q300515) (← links)
• Central limit theorems and uniform laws of large numbers for arrays of random fields (Q302166) (← links)
• Nonparametric long term prediction of stock returns with generated bond yields (Q343974) (← links)
• Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
• Strong approximation results for the empirical process of stationary sequences (Q378823) (← links)
• On a clustering criterion for dependent observations (Q389296) (← links)
• Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
• Empirical and sequential empirical copula processes under serial dependence (Q391662) (← links)
• Conditional estimation for dependent functional data (Q391792) (← links)
• A strictly stationary \(\beta\)-mixing process satisfying the central limit theorem but not the weak invariance principle (Q404595) (← links)
• Function-indexed empirical processes based on an infinite source Poisson transmission stream (Q442075) (← links)
• Model selection for weakly dependent time series forecasting (Q442082) (← links)
• Copula-based semiparametric models for multivariate time series (Q443770) (← links)
• Strong mixing properties of max-infinitely divisible random fields (Q454868) (← links)
• When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
• Moment bounds for dependent sequences in smooth Banach spaces (Q491917) (← links)
• On the rate of convergence in Wasserstein distance of the empirical measure (Q495556) (← links)
• Holderian weak invariance principle for stationary mixing sequences (Q521965) (← links)
• Testing for prospect and Markowitz stochastic dominance efficiency (Q524818) (← links)
• Persistence barcodes versus Kolmogorov signatures: detecting modes of one-dimensional signals (Q525596) (← links)
• Concentration inequalities for mean field particle models (Q549866) (← links)
• A multivariate version of Hoeffding's phi-square (Q604371) (← links)
• Evaluation for moments of a ratio with application to regression estimation (Q605896) (← links)
• A note on a maximal Bernstein inequality (Q638768) (← links)
• From rates of mixing to recurrence times via large deviations (Q639549) (← links)
• Split invariance principles for stationary processes (Q653310) (← links)
• Strong approximation of partial sums under dependence conditions with application to dynamical systems (Q655330) (← links)
• A Bernstein type inequality and moderate deviations for weakly dependent sequences (Q662816) (← links)
• Weak convergence of stationary empirical processes (Q680395) (← links)
• On weak dependence conditions: the case of discrete valued processes (Q712525) (← links)
• Large deviations for the local fluctuations of random walks (Q719376) (← links)
• Regression estimation by local polynomial fitting for multivariate data streams (Q725697) (← links)
• An empirical central limit theorem in L\(^1\) for stationary sequences (Q734650) (← links)
• \(M\)-estimation of the regression function under random left truncation and functional time series model (Q779694) (← links)
• Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
• Law of large numbers and central limit theorem for randomly forced PDE's (Q816992) (← links)
• On invariant distribution function estimation for continuous-time stationary processes (Q817978) (← links)
• Central limit theorem for stationary linear processes (Q850984) (← links)
• An empirical central limit theorem for dependent sequences (Q873610) (← links)
• Probability and moment inequalities for sums of weakly dependent random variables, with applications (Q886114) (← links)
• A note on weak convergence of the sequential multivariate empirical process under strong mixing (Q895901) (← links)
• Strong pointwise consistency of the \(k_T\)-occupation time density estimator (Q930089) (← links)
• Superoptimal estimator of the spectral density by adaptive projection: an application to the estimation of a moving average order (Q950138) (← links)
• Unsupervised slow subspace-learning from stationary processes (Q950200) (← links)
• Weakly dependent chains with infinite memory (Q952736) (← links)
• Moderate deviations for stationary sequences of Hilbert-valued bounded random variables (Q953500) (← links)
• Robust estimation of periodic autoregressive processes in the presence of additive outliers (Q990899) (← links)
• A note on asymptotic parametric prediction (Q999007) (← links)