Pages that link to "Item:Q4051358"
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The following pages link to Mixing Conditions for Markov Chains (Q4051358):
Displaying 50 items.
- Spectral estimation of Hawkes processes from count data (Q128141) (← links)
- Renewal regime switching and stable limit laws (Q265118) (← links)
- Markov chain approach to identifying Wiener systems (Q439801) (← links)
- Markov chain Monte Carlo estimation of quantiles (Q485905) (← links)
- Finitely determined processes in metric spaces (Q583700) (← links)
- A semiparametric method for estimating nonlinear autoregressive model with dependent errors (Q640165) (← links)
- Stationarity and geometric ergodicity of BEKK multivariate GARCH models (Q719379) (← links)
- On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (Q734550) (← links)
- Generalized runs tests for the IID hypothesis (Q737912) (← links)
- Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes (Q817968) (← links)
- Extremal clustering in non-stationary random sequences (Q825998) (← links)
- Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps (Q873605) (← links)
- Multivariate CARMA processes (Q873609) (← links)
- A measure of dependence for cryptographic primitives relative to ideal functions (Q888120) (← links)
- Estimating beta-mixing coefficients via histograms (Q902219) (← links)
- Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models (Q908623) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Stationarity and geometric ergodicity of a class of nonlinear ARCH models (Q997428) (← links)
- Semiparametric estimation of regression functions in autoregressive models (Q1003415) (← links)
- Properties of some statistics for AR-ARCH model with application to technical analysis (Q1006014) (← links)
- Learning near-optimal policies with Bellman-residual minimization based fitted policy iteration and a single sample path (Q1009248) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Invariance principles under weak dependence (Q1082711) (← links)
- Mixing properties of ARMA processes (Q1104632) (← links)
- A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails (Q1105898) (← links)
- The weak convergence of the likelihood ratio random fields for Markov observations (Q1136459) (← links)
- Central limit theorems under weak dependence (Q1149169) (← links)
- Eine Restgliedabschaetzung in der Erneuerungstheorie (Q1166843) (← links)
- Absolute regularity and functions of Markov chains (Q1167473) (← links)
- Weak convergence for rectangle-indexed weighted multivariate empirical \(U\)-statistic processes under mixing conditions (Q1269080) (← links)
- Functional estimation for time series: Uniform convergence properties (Q1299530) (← links)
- Nonparametric vector autoregression (Q1299541) (← links)
- Weak convergence of weighted multivariate empirical U-statistics processes under mixing condition (Q1360969) (← links)
- Local polynomial estimators of the volatility function in nonparametric autoregression (Q1372929) (← links)
- Spectral density for third order cumulants under strong mixing conditions (Q1587360) (← links)
- Orthogonal series estimates on strong spatial mixing data (Q1681044) (← links)
- Nonparametric density estimation for spatial data with wavelets (Q1750001) (← links)
- Geometric absolute regularity of Banach space-valued autoregressive processes. (Q1871334) (← links)
- Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses (Q1916172) (← links)
- The generalization performance of ERM algorithm with strongly mixing observations (Q1959486) (← links)
- Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables (Q1973314) (← links)
- Stable limits for Markov chains via the principle of conditioning (Q1986005) (← links)
- Randomized multivariate central limit theorems for ergodic homogeneous random fields (Q2059685) (← links)
- Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk (Q2083865) (← links)
- A semiparametric approach for modeling partially linear autoregressive model with skew normal innovations (Q2142418) (← links)
- A new CLT for additive functionals of Markov chains (Q2196383) (← links)
- The coin-turning walk and its scaling limit (Q2285796) (← links)
- Functional CLT for nonstationary strongly mixing processes (Q2288740) (← links)
- On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables (Q2289227) (← links)
- On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema (Q2289412) (← links)
