The following pages link to (Q4410074):
Displaying 50 items.
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- Multivariate generalized linear-statistics of short range dependent data (Q259201) (← links)
- Renewal regime switching and stable limit laws (Q265118) (← links)
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- Asymptotics for random functions moderated by dependent noise (Q329063) (← links)
- Approximating class approach for empirical processes of dependent sequences indexed by functions (Q396010) (← links)
- An empirical process central limit theorem for multidimensional dependent data (Q457103) (← links)
- Censored quantile regression processes under dependence and penalization (Q471971) (← links)
- A CLT for weighted time-dependent uniform empirical processes (Q473519) (← links)
- Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- Monitoring parameter change in time series models (Q719010) (← links)
- Aggregation of autoregressive random fields and anisotropic long-range dependence (Q726745) (← links)
- On invariant distribution function estimation for continuous-time stationary processes (Q817978) (← links)
- On the weak invariance principle for stationary sequences under projective criteria (Q867084) (← links)
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
- On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications (Q900567) (← links)
- Non-asymptotic tests of model performance (Q1031841) (← links)
- Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes (Q1044755) (← links)
- Invariance principles for tempered fractionally integrated processes (Q1615896) (← links)
- Inference for heavy tailed stationary time series based on sliding blocks (Q1746555) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Empirical process results for exchangeable arrays (Q2039790) (← links)
- Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach (Q2121444) (← links)
- Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752) (← links)
- On a class of norms generated by nonnegative integrable distributions (Q2178944) (← links)
- Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
- Minimum distance lack-of-fit tests under long memory errors (Q2256084) (← links)
- Anisotropic scaling limits of long-range dependent random fields (Q2304435) (← links)
- Scaling transition for long-range dependent Gaussian random fields (Q2342393) (← links)
- Discrete-time trawl processes (Q2419973) (← links)
- Chernoff's density is log-concave (Q2444665) (← links)
- A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
- Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences (Q2497191) (← links)
- Sequential empirical process in autoregressive models with measurement errors (Q2507885) (← links)
- A nonparametric test of a strong leverage hypothesis (Q2630356) (← links)
- Strong diffusion approximation in averaging with dynamical systems fast motions (Q2677816) (← links)
- TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (Q2929840) (← links)
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
- On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise (Q3410924) (← links)
- Minimum-Distance Estimator for Stable Exponent (Q3622067) (← links)
- Generic Consistency for Approximate Stochastic Programming and Statistical Problems (Q4620421) (← links)
- Generalized Lorenz curves and convexifications of stochastic processes (Q4819505) (← links)
- Long range dependence for stable random processes (Q4997693) (← links)
- Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises (Q5119414) (← links)
- Long range dependence of heavy-tailed random functions (Q5152512) (← links)
- A Quantile‐based Test for Symmetry of Weakly Dependent Processes (Q5256821) (← links)
- A Fourth Moment Inequality for Functionals of Stationary Processes (Q5504163) (← links)
