Pages that link to "Item:Q3761424"

The following pages link to Mixing properties of harris chains and autoregressive processes (Q3761424):

Displaying 41 items.

• On consistency of minimum description length model selection for piecewise autoregressions (Q308393) (← links)
• Regularized least square regression with unbounded and dependent sampling (Q369717) (← links)
• Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes (Q408083) (← links)
• Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
• Comments on ``Unbiased estimates for moments and cumulants in linear regression'' (Q665069) (← links)
• Extremal clustering in non-stationary random sequences (Q825998) (← links)
• Regularized least square regression with dependent samples (Q849335) (← links)
• Stationarity and mixing properties of the dynamic Tobit model (Q974181) (← links)
• A note on application of integral operator in learning theory (Q1012558) (← links)
• Non-asymptotic tests of model performance (Q1031841) (← links)
• A note on strong mixing of ARMA processes (Q1078909) (← links)
• Mixing properties of ARMA processes (Q1104632) (← links)
• Rank statistics for serial dependence (Q1262061) (← links)
• Conditions for finite moments of waiting times in \(G/G/1\) queues (Q1339070) (← links)
• Frequency polygons for weakly dependent processes (Q1380558) (← links)
• Geometric absolute regularity of Banach space-valued autoregressive processes. (Q1871334) (← links)
• Rare events for stationary processes. (Q1877529) (← links)
• Regenerative block-bootstrap confidence intervals for tail and extremal indexes (Q1951155) (← links)
• Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
• The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (Q2023474) (← links)
• A regularity condition and a limit theorem for Harris ergodic Markov chains (Q2485758) (← links)
• A Liapounov bound for solutions of the Poisson equation (Q2563941) (← links)
• Large deviations for sum of UEND and<font>φ</font>-mixing random variables with heavy tails (Q2811419) (← links)
• An extension of almost sure central limit theorem for self-normalized products of sums for mixing sequences (Q2832655) (← links)
• Regression learning with non-identically and non-independently sampling (Q2958504) (← links)
• Testing Independence in Linear Process with Non-Normal Innovations (Q3017850) (← links)
• Nonparametric estimation for dependent data (Q3106417) (← links)
• Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence (Q3842735) (← links)
• Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
• Kernel density estimation for random fields: The<i>L</i>₁Theory (Q4345893) (← links)
• Estimating tail decay for stationary sequences via extreme values (Q4464172) (← links)
• (Q4578301) (← links)
• Recurrence properties of autoregressive processes with super-heavy-tailed innovations (Q4667989) (← links)
• Minimum distance estimation in linear regression with strong mixing errors (Q5078454) (← links)
• Prediction of time series by statistical learning: general losses and fast rates (Q5417591) (← links)
• The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching (Q5745075) (← links)
• Similarity-based model for ordered categorical data (Q5860912) (← links)
• From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity (Q5880986) (← links)
• Fixed-design regression for linear time series (Q5916402) (← links)
• The asymptotic behaviors for autoregression quantile estimates (Q6579725) (← links)
• Large deviations for a super-heavy tailed \(\beta\)-mixing sequence (Q6654971) (← links)