The following pages link to (Q2844450):
Displaying 28 items.
- Principal component analysis for second-order stationary vector time series (Q82525) (← links)
- Optimal eigen expansions and uniform bounds (Q343789) (← links)
- Inference of time-varying regression models (Q693729) (← links)
- Berry-Esseen theorems under weak dependence (Q726800) (← links)
- Moment bounds for large autocovariance matrices under dependence (Q785402) (← links)
- Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
- Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
- Empirical process theory for locally stationary processes (Q2073222) (← links)
- Consistently recovering the signal from noisy functional data (Q2078554) (← links)
- Anisotropic spectral cut-off estimation under multiplicative measurement errors (Q2140868) (← links)
- Empirical process theory for nonsmooth functions under functional dependence (Q2154954) (← links)
- Sequential change point detection in high dimensional time series (Q2154962) (← links)
- A factor-GARCH model for high dimensional volatilities (Q2155653) (← links)
- Time series modeling on dynamic networks (Q2283569) (← links)
- Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields (Q2326536) (← links)
- Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
- Covariance and precision matrix estimation for high-dimensional time series (Q2443210) (← links)
- Komlós-Major-Tusnády approximation under dependence (Q2447341) (← links)
- A Berry-Esseen bound with (almost) sharp dependence conditions (Q2692529) (← links)
- Structural inference in sparse high-dimensional vector autoregressions (Q2697986) (← links)
- Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes (Q3388496) (← links)
- Asymptotic for LS estimators in the EV regression model for dependent errors (Q5020923) (← links)
- Optimal Gaussian Approximation For Multiple Time Series (Q5134482) (← links)
- Performance bounds for parameter estimates of high-dimensional linear models with correlated errors (Q5965327) (← links)
- Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q5971055) (← links)
- Identifying latent group structures in spatial dynamic panels (Q6108336) (← links)
- Edgeworth expansions for volatility models (Q6136793) (← links)
- UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK (Q6145543) (← links)
