Pages that link to "Item:Q3917244"
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The following pages link to Conditions for linear processes to be strong-mixing (Q3917244):
Displayed 50 items.
- Asymptotic normality of conditional density estimation with left-truncated and dependent data (Q259648) (← links)
- Nonparametric regression on random fields with random design using wavelet method (Q265664) (← links)
- Asymptotic normality of numbers of observations near order statistics from stationary processes (Q334054) (← links)
- Kernel estimation of conditional density with truncated, censored and dependent data (Q391797) (← links)
- Trimmed stable AR(1) processes (Q404137) (← links)
- Estimation in semi-parametric regression with non-stationary regressors (Q418246) (← links)
- Asymptotic properties for an M-estimator of the regression function with truncation and dependent data (Q457309) (← links)
- On the adaptive wavelet deconvolution of a density for strong mixing sequences (Q457615) (← links)
- Adaptive estimation of an additive regression function from weakly dependent data (Q476220) (← links)
- Consistency of kernel density estimators for causal processes (Q476939) (← links)
- Adaptive wavelet estimation of a biased density for strongly mixing sequences (Q539383) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- Strong law of large numbers for pairwise positive quadrant dependent random variables (Q625310) (← links)
- Wavelet estimation of conditional density with truncated, censored and dependent data (Q631610) (← links)
- The Berry-Esséen type bound of sample quantiles for strong mixing sequence (Q651068) (← links)
- Comments on ``Unbiased estimates for moments and cumulants in linear regression'' (Q665069) (← links)
- Asymptotic normality of wavelet density estimator under censored dependent observations (Q692737) (← links)
- Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
- On the Glivenko-Cantelli theorem for generalized empirical processes based on strong mixing sequences (Q749017) (← links)
- A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables (Q766218) (← links)
- Estimating beta-mixing coefficients via histograms (Q902219) (← links)
- Conditional quantile estimation with truncated, censored and dependent data (Q903477) (← links)
- Some stochastic inequalities and asymptotic normality of serial rank statistics in general linear processes (Q915325) (← links)
- Kernel density estimation on random fields (Q921787) (← links)
- A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\) (Q927262) (← links)
- Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data (Q962201) (← links)
- Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (Q963848) (← links)
- Local linear M-estimation for spatial processes in fixed-design models (Q964814) (← links)
- Complexity-penalized estimation of minimum volume sets for dependent data (Q990877) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Moving estimates test with time varying bandwidth (Q996978) (← links)
- Testing for changes in the covariance structure of linear processes (Q1011543) (← links)
- Monitoring shifts in mean: asymptotic normality of stopping times (Q1019482) (← links)
- A maximal moment inequality for \(\alpha \)-mixing sequences and its applications (Q1030155) (← links)
- A note on strong mixing of ARMA processes (Q1078909) (← links)
- Mixing properties of ARMA processes (Q1104632) (← links)
- Trends and random walks in macroeconomic time series (Q1112530) (← links)
- GARCH (1,1) processes are near epoch dependent (Q1175963) (← links)
- Kernel density and hazard rate estimation for censored dependent data (Q1272742) (← links)
- Nonparametric time series regression (Q1336524) (← links)
- Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation (Q1359395) (← links)
- Asymptotic properties of Kaplan-Meier estimator for censored dependent data (Q1387688) (← links)
- Local M-estimator for nonparametric time series. (Q1423066) (← links)
- Nonparametric estimation equations for time series data. (Q1423228) (← links)
- Asymptotic normality of estimators in heteroscedastic errors-in-variables model (Q1621668) (← links)
- Orthogonal series estimates on strong spatial mixing data (Q1681044) (← links)
- Nonparametric density estimation for spatial data with wavelets (Q1750001) (← links)
- Local polynomial estimation of a conditional mean function with dependent truncated data (Q1761551) (← links)
- Geometric absolute regularity of Banach space-valued autoregressive processes. (Q1871334) (← links)
- Kernel estimation of the regression function with random sampling times (Q1906311) (← links)