The following pages link to (Q4335412):
Displayed 47 items.
- Estimation in semi-parametric regression with non-stationary regressors (Q418246) (← links)
- Asymptotic properties of hybrid random processes modulated by Markov chains (Q419985) (← 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)
- The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables (Q732151) (← 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)
- 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)
- Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models (Q1767484) (← links)
- Strong invariance principles for dependent random variables (Q2460327) (← links)
- Almost sure central limit theorems for functionals of absolutely regular processes with application to \(U\)-statistics (Q2470504) (← links)
- On the discounted global CLT for some weakly dependent random variables (Q2471653) (← links)
- Convergence of weighted linear process for \(\rho \)-mixing random variables (Q2478375) (← links)
- Sum-functions of spacings of increasing order (Q2495824) (← links)
- Estimation in semiparametric spatial regression (Q2500457) (← links)
- Precise asymptotics in the Baum-Katz and Davis laws of large numbers of \(\rho\)-mixing sequences (Q2581241) (← links)
- On complete convergence for arrays of rowwise dependent random variables (Q2643375) (← links)
- Maximal moment inequality for partial sums of strong mixing sequences and application (Q2644329) (← links)
- (Q2882848) (← links)
- Empirical likelihood for partially time-varying coefficient models with dependent observations (Q2892916) (← links)
- The Invariant Measures of Markov Chains on Product Spaces and a Measurement of Dependence (Q3005151) (← links)
- Temporal aggregation of Markov-switching financial return models (Q3077477) (← links)
- Local Linear M-estimation in non-parametric spatial regression (Q3077650) (← links)
- A Consistent Estimator for Linear Models with Dependent Observations (Q3155394) (← links)
- Assessing the Goodness-of-Fit of Hidden Markov Models (Q3442975) (← links)
- Estimation of the Entropy Functional from Dependent Samples (Q3593576) (← links)
- Subsampling Variance Estimation for Non‐stationary Spatial Lattice Data (Q3608251) (← links)
- Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences (Q5899430) (← links)
- Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences (Q5901238) (← links)