Pages that link to "Item:Q3345519"
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The following pages link to Non-strong mixing autoregressive processes (Q3345519):
Displaying 50 items.
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results (Q258033) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations (Q265671) (← links)
- A central limit theorem for endogenous locations and complex spatial interactions (Q280279) (← links)
- Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
- Asymptotics of nonparametric L-1 regression models with dependent data (Q396018) (← links)
- Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency (Q418236) (← links)
- Detecting and estimating changes in dependent functional data (Q432320) (← links)
- Model selection for weakly dependent time series forecasting (Q442082) (← links)
- Covariance matrix estimation for stationary time series (Q450046) (← links)
- On spatial processes and asymptotic inference under near-epoch dependence (Q528034) (← links)
- On the maximum of covariance estimators (Q538182) (← links)
- Bahadur representation for \(U\)-quantiles of dependent data (Q538185) (← links)
- Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties (Q604340) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Optimal model selection for density estimation of stationary data under various mixing condi\-tions (Q651014) (← links)
- Split invariance principles for stationary processes (Q653310) (← links)
- Absolute regularity and ergodicity of Poisson count processes (Q654407) (← links)
- Comments on ``Unbiased estimates for moments and cumulants in linear regression'' (Q665069) (← links)
- Long-term and short-term price memory in the stock market (Q672632) (← links)
- On weak dependence conditions: the case of discrete valued processes (Q712525) (← links)
- A note on the Lynden-Bell estimator under association (Q712539) (← links)
- Stationarity and geometric ergodicity of BEKK multivariate GARCH models (Q719379) (← links)
- Nonparametric spatial regression under near-epoch dependence (Q738148) (← links)
- Weak dependence, models and some applications (Q745335) (← links)
- \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data (Q765877) (← links)
- Moment bounds for large autocovariance matrices under dependence (Q785402) (← links)
- Lasso-driven inference in time and space (Q820826) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- Phantom distribution functions for some stationary sequences (Q897845) (← links)
- Least absolute error estimation in the presence of serial correlation (Q908646) (← links)
- Weakly dependent chains with infinite memory (Q952736) (← links)
- Weakly dependent functional data (Q973886) (← links)
- Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence (Q997008) (← links)
- A generalization of Hoeffding's lemma, and a new class of covariance inequalities (Q1007352) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- A note on strong mixing of ARMA processes (Q1078909) (← links)
- GARCH (1,1) processes are near epoch dependent (Q1175963) (← links)
- Curve estimation for \(m_ n\)-decomposable time series including bilinear processes (Q1176296) (← links)
- Nonparametric prediction for random fields (Q1313133) (← links)
- Conditional empirical, quantile and difference processes for a large class of time series with applications (Q1330216) (← links)
- Asymptotic behavior of \(L\)-statistics for a large class of time series (Q1335372) (← links)
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions (Q1377328) (← links)
- Limit theorems for functionals of moving averages (Q1381563) (← links)
- Local polynomial fitting under association (Q1403421) (← links)
- Kernel density estimation for spatial processes: The \(L_{1}\) theory (Q1421857) (← links)
- Gaussian approximation for high dimensional vector under physical dependence (Q1708978) (← links)
- Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
