The following pages link to (Q3498641):
Displayed 12 items.
- Strong approximation results for the empirical process of stationary sequences (Q378823) (← links)
- Asymptotics of nonparametric L-1 regression models with dependent data (Q396018) (← links)
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes (Q442076) (← links)
- An empirical process central limit theorem for multidimensional dependent data (Q457103) (← links)
- Empirical processes of multidimensional systems with multiple mixing properties (Q544505) (← links)
- A modified functional delta method and its application to the estimation of risk functionals (Q604360) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- New techniques for empirical processes of dependent data (Q734659) (← links)
- Asymptotics for statistical functionals of long-memory sequences (Q765881) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics (Q2448714) (← links)
- An empirical central limit theorem for intermittent maps (Q5961961) (← links)