The following pages link to (Q3886625):
Displayed 50 items.
- Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
- Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes (Q497762) (← links)
- Asymptotics for panel quantile regression models with individual effects (Q528023) (← links)
- Limit theorem for random walk in weakly dependent random scenery (Q629792) (← links)
- Nonparametric regression with martingale increment errors (Q645603) (← links)
- Optimal model selection for density estimation of stationary data under various mixing condi\-tions (Q651014) (← links)
- On exceedances of high levels (Q665441) (← links)
- Transforming random elements and shifting random fields (Q674518) (← links)
- Sums of weakly dependent random variables (Q684542) (← links)
- Measuring correlations of integrated but not cointegrated variables: a semiparametric approach (Q738027) (← links)
- Moment bounds for large autocovariance matrices under dependence (Q785402) (← links)
- Moderate deviations for stationary sequences of bounded random variables (Q838323) (← links)
- An empirical central limit theorem for dependent sequences (Q873610) (← links)
- A multi-dimensional renewal theorem for finite Markov chains (Q920487) (← links)
- Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Adaptive density deconvolution with dependent inputs (Q1019531) (← links)
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
- Some mixing properties of time series models (Q1058250) (← links)
- Convergence rates in the strong law for bounded mixing sequences (Q1072219) (← links)
- Renewal theorem for a class of stationary sequences (Q1079305) (← links)
- Invariance principles under a two-part mixing assumption (Q1086909) (← links)
- Random walks on lattices with points of two colors. II: Some rigorous inequalities for symmetric random walks (Q1112459) (← links)
- Finitely determined processes - An indiscrete approach (Q1151191) (← links)
- Absolute regularity and functions of Markov chains (Q1167473) (← links)
- Uniform Cesaro limit theorems for synchronous processes with applications to queues (Q1185782) (← links)
- Shift-coupling (Q1208927) (← links)
- Stationary measures for randomly chosen maps (Q1209203) (← links)
- Treelike queueing networks: Asymptotic stationarity and heavy traffic (Q1296745) (← links)
- Functional estimation for time series: Uniform convergence properties (Q1299530) (← links)
- On the Markov renewal theorem (Q1318330) (← links)
- Shift-coupling and a zero-one law for random walk in random environment (Q1323515) (← links)
- On coupling of stochastic processes with embedded point processes (Q1323518) (← links)
- Coupling of convergence of random elements, processes, and regenerative processes (Q1323519) (← links)
- Density estimation for time series by histograms (Q1330219) (← links)
- Shift-coupling in continuous time (Q1333580) (← links)
- Single-server queues with spatially distributed arrivals (Q1339062) (← links)
- On time- and cycle-stationarity (Q1346155) (← links)
- Coupling surfaces and weak Bernoulli in one and higher dimensions (Q1378455) (← links)
- The bootstrap for empirical processes based on stationary observations (Q1382489) (← links)
- Mixing properties of the generalized \(T,T^{-1}\)-process (Q1385426) (← links)
- On the accuracy of multivariate compound Poisson approximation. (Q1423267) (← links)
- Approximation and exponential inequalities for sums of dependent random vectors (Q1598479) (← links)
- A bound of the \(\beta\)-mixing coefficient for point processes in terms of their intensity functions (Q1726925) (← links)
- Coupling for \(\tau\)-dependent sequences and applications (Q1770896) (← links)
- New dependence coefficients. Examples and applications to statistics (Q1779992) (← links)
- Periodicity and absolute regularity (Q1819460) (← links)
- Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection (Q1848887) (← links)
- Some remarks on coupling of dependent random variables (Q1871329) (← links)
- Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes (Q1969138) (← links)