Pages that link to "Item:Q3291947"

The following pages link to On Strong Mixing Conditions for Stationary Gaussian Processes (Q3291947):

Displaying 50 items.

• The Berry-Esseen bounds of wavelet estimator for regression model whose errors form a linear process with a \(\rho\)-mixing (Q267695) (← links)
• A unified approach to self-normalized block sampling (Q288844) (← links)
• Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
• Boundary behavior in high dimension, low sample size asymptotics of PCA (Q432317) (← links)
• A regression approach for estimating the parameters of the covariance function of a stationary spatial random process (Q433753) (← links)
• On mixing properties of some INAR models (Q503989) (← links)
• The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis (Q553001) (← links)
• Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates (Q583762) (← links)
• Strong consistency and CLT for the random decrement estimator (Q606316) (← links)
• A large deviation inequality for \(\beta\)-mixing time series and its applications to the functional kernel regression model (Q680473) (← links)
• A functional limit theorem for dependent sequences with infinite variance stable limits (Q690870) (← links)
• Asymptotic analysis of a certain random differential equation (Q760966) (← links)
• Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations (Q764487) (← links)
• Gaussian approximation of mixing random fields (Q797219) (← links)
• Weighted sums of strongly mixing random variables with an application to nonparametric regression (Q894597) (← links)
• PCA consistency in high dimension, low sample size context (Q1043724) (← links)
• A \(\Phi \)-entropy contraction inequality for Gaussian vectors (Q1047160) (← links)
• Central limit theorems under weak dependence (Q1149169) (← links)
• Asymptotic memoryless detection of random signals in dependent noise (Q1154183) (← links)
• Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes (Q1206452) (← links)
• On tail probabilities of Kolmogorov-Smirnov statistic based on strong mixing processes (Q1210127) (← links)
• On the simultaneous behavior of the dependence coefficients associated with three mixing conditions (Q1293390) (← links)
• Almost sure invariance principles for mixing sequences of random variables (Q1312302) (← links)
• Probability density estimation from dependent observations using wavelets orthonormal bases (Q1336906) (← links)
• Between local and global logarithmic averages (Q1359757) (← links)
• Multivariate regression estimation: Local polynomial fitting for time series (Q1382472) (← links)
• A criterion for a continuous spectral density (Q1400146) (← links)
• Weighted version of strong law of large numbers for a class of random variables and its applications (Q1616701) (← links)
• Local linear estimation of residual entropy function of conditional distributions (Q1663272) (← links)
• Almost sure central limit theorem for self-normalized partial sums of \(\rho^{-}\)-mixing sequences (Q1687186) (← links)
• Equivalent conditions of complete moment and integral convergence for a class of dependent random variables (Q1742924) (← links)
• Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection (Q1848887) (← links)
• A CLT for the periodograms of a \(p\)-mixing random field (Q1910901) (← links)
• On the asymptotic normality of sequences of weak dependent random variables (Q1923937) (← links)
• Inference on high-dimensional mean vectors with fewer observations than the dimension (Q1930608) (← links)
• Central limit theorem for triangular arrays of non-homogeneous Markov chains (Q1934366) (← links)
• On the strong law of large numbers for \(\phi\)-mixing and \(\rho\)-mixing random variables (Q1945306) (← links)
• Every ``lower psi-mixing'' Markov chain is ``interlaced rho-mixing'' (Q1965896) (← links)
• Subspace rotations for high-dimensional outlier detection (Q2022542) (← links)
• Double data piling leads to perfect classification (Q2074331) (← links)
• Spatial rank-based high-dimensional change point detection via random integration (Q2078581) (← links)
• Empirical likelihood confidence regions for autoregressive models with explanatory variables (Q2089027) (← links)
• Dependence and mixing for perturbations of copula-based Markov chains (Q2244555) (← links)
• On the estimation of density-weighted average derivative by wavelet methods under various dependence structures (Q2257019) (← links)
• Volatility estimation for stochastic PDEs using high-frequency observations (Q2309597) (← links)
• Retracted: Sublinear expectation nonlinear regression for the financial risk measurement and management (Q2312223) (← links)
• Terminal-dependent statistical inference for the integral form of FBSDE (Q2312276) (← links)
• Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory (Q2325371) (← links)
• Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods (Q2325378) (← links)
• Estimating transformation function (Q2326051) (← links)