Pages that link to "Item:Q4766313"
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The following pages link to Strong mixing properties of linear stochastic processes (Q4766313):
Displaying 30 items.
- Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (Q278492) (← links)
- Asymptotic normality of numbers of observations near order statistics from stationary processes (Q334054) (← links)
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- Comments on ``Unbiased estimates for moments and cumulants in linear regression'' (Q665069) (← links)
- A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables (Q766218) (← links)
- Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes (Q853838) (← links)
- Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (Q963848) (← links)
- A maximal moment inequality for \(\alpha \)-mixing sequences and its applications (Q1030155) (← links)
- Some mixing properties of time series models (Q1058250) (← links)
- A note on strong mixing of ARMA processes (Q1078909) (← links)
- Limit theorems for functionals of moving averages (Q1381563) (← links)
- Minimum distance regression-type estimates with rates under weak dependence (Q1817395) (← links)
- Geometric absolute regularity of Banach space-valued autoregressive processes. (Q1871334) (← links)
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
- Regression learning with non-identically and non-independently sampling (Q2958504) (← links)
- Testing Independence in Linear Process with Non-Normal Innovations (Q3017850) (← links)
- Nonparametric estimation for dependent data (Q3106417) (← links)
- Moment inequalities for mixing sequences of random variables (Q3756215) (← links)
- Conditions for linear processes to be strong-mixing (Q3917244) (← links)
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
- KERNEL REGRESSION SMOOTHING OF TIME SERIES (Q4012947) (← links)
- Some comments on sample quantiles for dependent observations (Q4140186) (← links)
- On some nonparametric estimators for the linear markov scheme (Q4190002) (← links)
- Uniform convergence rates for a nearest neighbor density estimator under dependence assumptions (Q4346829) (← links)
- Nuisance parameter free properties of correlation integral based statistics (Q4355134) (← links)
- On robust estimation in the first order autoregressive processes (Q4493674) (← links)
- Minimum distance estimation in linear regression with strong mixing errors (Q5078454) (← links)
- Uniformly strong consistency and Berry-Esseen bound of frequency polygons for <i>α</i>-mixing samples (Q5086157) (← links)
- Confidence intervals for probability density functions under strong mixing samples (Q5256284) (← links)
- GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION (Q5751767) (← links)
