The following pages link to (Q4335412):
Displaying 50 items.
- Functional weak convergence of partial maxima processes (Q262528) (← links)
- A central limit theorem for endogenous locations and complex spatial interactions (Q280279) (← links)
- Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications (Q300515) (← links)
- Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors (Q391889) (← links)
- Estimation in semi-parametric regression with non-stationary regressors (Q418246) (← links)
- Asymptotic properties of hybrid random processes modulated by Markov chains (Q419985) (← links)
- A general central limit theorem for strong mixing sequences (Q467034) (← links)
- Wavelet estimation in varying coefficient models for censored dependent data (Q504497) (← links)
- Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
- Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models (Q513689) (← links)
- Median-based estimation of the intensity of a spatial point process (Q520559) (← links)
- Semiparametric trending panel data models with cross-sectional dependence (Q528077) (← links)
- Robust estimation of AR coefficients under simultaneously influencing outliers and missing values (Q546115) (← links)
- LIL behavior for B-valued strong mixing random variables (Q547409) (← links)
- Convergence rates of tail probabilities for sums under dependence assumptions (Q606311) (← links)
- Statistical inference in partially time-varying coefficient models (Q607224) (← links)
- On Marcinkiewicz-Zygmund laws (Q615940) (← links)
- Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors (Q618013) (← links)
- Lil behavior for weakly dependent random variables in Banach spaces (Q625989) (← links)
- Strong approximation of partial sums under dependence conditions with application to dynamical systems (Q655330) (← links)
- A fast algorithm for the estimation of statistical error in DNS (or experimental) time averages (Q683410) (← links)
- The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables (Q732151) (← links)
- Changepoint estimation for dependent and non-stationary panels. (Q778562) (← links)
- Krigings over space and time based on latent low-dimensional structures (Q829391) (← links)
- On the rate of convergence in the global central limit theorem for random sums of uniformly strong mixing random variables (Q829823) (← links)
- The variance of partial sums of strong near-epoch dependent variables (Q850193) (← links)
- The invariance principle for \(p\)-\(\vec\theta\) chain (Q856816) (← links)
- Chover-type laws of the iterated logarithm for weighted sums of \(\rho ^{\ast}\)-mixing sequences (Q871326) (← links)
- A moment maximal inequality for dependent random variables (Q900545) (← links)
- On \(L_{1}\) bounds for asymptotic normality of some weakly dependent random variables (Q925279) (← links)
- Clustering in a stochastic model of one-dimensional gas (Q930676) (← links)
- Almost sure functional central limit theorems for weakly dependent sequences (Q947159) (← links)
- Change point estimators by local polynomial fits under a dependence assumption (Q957317) (← links)
- Asymptotic properties of nonparametric M-estimation for mixing functional data (Q958810) (← links)
- Learning from dependent observations (Q958916) (← links)
- On normal approximation for strongly mixing random variables (Q996763) (← links)
- Strong approximation for a class of stationary processes (Q1001848) (← links)
- On limit theorems for continued fractions (Q1014050) (← links)
- Limit theorems for the empirical distribution function in the spatial case. (Q1423240) (← links)
- Precise rate in the law of iterated logarithm for \(\rho\)-mixing sequence (Q1423956) (← links)
- Spatial nonparametric regression estimation: Non-isotropic case (Q1566060) (← links)
- Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data (Q1621674) (← links)
- Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
- Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
- Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models (Q1767484) (← links)
- Asymptotic Palm likelihood theory for stationary point processes (Q1934484) (← links)
- Marcinkiewicz laws with infinite moments (Q1945253) (← links)
- On the strong law of large numbers for \(\phi\)-mixing and \(\rho\)-mixing random variables (Q1945306) (← links)
- Empirical likelihood inference for partially time-varying coefficient errors-in-variables models (Q1950849) (← links)
- Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration (Q1994896) (← links)
