Pages that link to "Item:Q3345519"
From MaRDI portal
The following pages link to Non-strong mixing autoregressive processes (Q3345519):
Displayed 38 items.
- Long-term and short-term price memory in the stock market (Q672632) (← links)
- Least absolute error estimation in the presence of serial correlation (Q908646) (← links)
- Weakly dependent chains with infinite memory (Q952736) (← 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)
- Coupling for \(\tau\)-dependent sequences and applications (Q1770896) (← links)
- New dependence coefficients. Examples and applications to statistics (Q1779992) (← links)
- Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series (Q1813537) (← links)
- Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes. (Q1858916) (← links)
- On the power of the KPSS test of stationarity against fractionally-integrated alternatives (Q1922367) (← links)
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
- Nonparametric density estimation for nonmixing approximable stochastic processes (Q2475289) (← links)
- On linear processes with dependent innovations (Q2485859) (← links)
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
- Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric (Q2489842) (← links)
- Reverse chaos may not be a curse<i>examples of stationary reverse chaotic sequences whose density can be estimated with optimal i.i.d. rate</i> (Q3369525) (← links)
- UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES (Q3377434) (← links)
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
- Nuisance parameter free properties of correlation integral based statistics (Q4355134) (← links)
- Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results (Q4355157) (← links)
- Dependent Lindeberg central limit theorem and some applications (Q5190280) (← links)
- A nonparametric test for the change of the density function under association (Q5297091) (← links)
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
- Nonlinear system theory: Another look at dependence (Q5385851) (← links)
- GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION (Q5751767) (← links)
- Fixed-design regression for linear time series (Q5916402) (← links)
- Large-sample inference in the general AR(1) model (Q5936984) (← links)