Pages that link to "Item:Q4074174"
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The following pages link to Limiting behavior of U-statistics for stationary, absolutely regular processes (Q4074174):
Displayed 50 items.
- Multivariate generalized linear-statistics of short range dependent data (Q259201) (← links)
- A semiparametric GARCH model for foreign exchange volatility (Q274897) (← links)
- A consistent bootstrap test for conditional density functions with time-series data (Q275271) (← links)
- Smoothed quantile regression for panel data (Q284303) (← links)
- A consistent characteristic function-based test for conditional independence (Q289185) (← links)
- Tests for changing mean with monotonic power (Q301955) (← links)
- Robust inference of risks of large portfolios (Q308377) (← links)
- Absolute regularity and Brillinger-mixing of stationary point processes (Q383672) (← links)
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes (Q442076) (← links)
- Limit theorems for von Mises statistics of a measure preserving transformation (Q466892) (← links)
- Asymptotic goodness-of-fit tests for the Palm mark distribution of stationary point processes with correlated marks (Q470045) (← links)
- A semiparametric single index model with heterogeneous impacts on an unobserved variable (Q473340) (← links)
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
- Asymptotic properties of the sign estimate of autoregression field coefficients (Q499563) (← links)
- Higher-order properties of approximate estimators (Q524814) (← links)
- Asymptotics for panel quantile regression models with individual effects (Q528023) (← links)
- Rank tests for short memory stationarity (Q528124) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- Nonparametric transfer function models (Q530984) (← links)
- Bahadur representation for \(U\)-quantiles of dependent data (Q538185) (← links)
- Testing whether F is more IFR than G (Q582766) (← links)
- An addendum to ``A limitation of Markov representation for stationary processes'' (Q689185) (← links)
- Marcinkiewicz-Zygmund strong laws for \(U\)-statistics of weakly dependent observations (Q731945) (← links)
- Measuring correlations of integrated but not cointegrated variables: a semiparametric approach (Q738027) (← links)
- Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
- A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) (← links)
- Recursive kernel density estimators under a weak dependence condition (Q756326) (← links)
- Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location (Q764479) (← links)
- \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data (Q765877) (← links)
- Density estimation for samples satisfying a certain absolute regularity condition (Q800657) (← links)
- Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes (Q853838) (← links)
- Conditional empirical processes defined by \(\Phi\)-mixing sequences (Q914239) (← links)
- Weak invariance of generalized U-statistics for nonstationary absolutely regular processes (Q914240) (← links)
- Central limit theorem of the smoothed empirical distribution functions for asymptotically stationary absolutely regular stochastic processes (Q936987) (← 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)
- Rigorous statistical procedures for data from dynamical systems (Q1104024) (← links)
- Invariance principles for U-statistics and von Mises functionals (Q1121612) (← links)
- Absolute regularity and functions of Markov chains (Q1167473) (← links)
- Time series analysis via rank order theory: Signed-rank tests for ARMA models (Q1182743) (← links)
- Optimal rank-based tests against first-order superdiagonal bilinear dependence (Q1200014) (← links)
- Weak invariance of the multidimensional rank statistic with unbounded scores for nonstationary absolutely regular processes (Q1200623) (← links)
- Empirical U-statistics processes (Q1200626) (← links)
- Asymptotically most powerful rank tests for multivariate randomness against serial dependence (Q1262052) (← links)
- Weak convergence for rectangle-indexed weighted multivariate empirical \(U\)-statistic processes under mixing conditions (Q1269080) (← links)
- Asymptotic distribution for a discrete version of integrated square error of multivariate density kernel estimators (Q1299479) (← links)
- Linearity testing using local polynomial approximation (Q1299548) (← links)
- Towards a nonparametric test of linearity for times series (Q1299551) (← links)
- Consistency of the Takens estimator for the correlation dimension (Q1305413) (← links)
- Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences (Q1314306) (← links)
