Pages that link to "Item:Q647180"

The following pages link to Asymptotic theory for stationary processes (Q647180):

Displaying 32 items.

• Limit theorems for weighted Bernoulli random fields under Hannan's condition (Q271857) (← links)
• A unified approach to self-normalized block sampling (Q288844) (← links)
• Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
• An invariance principle for fractional Brownian sheets (Q482790) (← links)
• Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709) (← links)
• Monitoring multivariate time series (Q511999) (← links)
• On weak dependence conditions: the case of discrete valued processes (Q712525) (← links)
• Gaussian approximation for high dimensional vector under physical dependence (Q1708978) (← links)
• Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
• Variable screening for high dimensional time series (Q1746535) (← links)
• Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
• Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
• High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
• Empirical process theory for locally stationary processes (Q2073222) (← links)
• Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean (Q2131251) (← links)
• Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
• Multivariate count autoregression (Q2278669) (← links)
• Time series modeling on dynamic networks (Q2283569) (← links)
• Covariance and precision matrix estimation for high-dimensional time series (Q2443210) (← links)
• Komlós-Major-Tusnády approximation under dependence (Q2447341) (← links)
• Sieve inference on possibly misspecified semi-nonparametric time series models (Q2512629) (← links)
• Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs (Q2633514) (← links)
• Structural inference in sparse high-dimensional vector autoregressions (Q2697986) (← links)
• A Note on the Behaviour of Nonparametric Density and Spectral Density Estimators at Zero Points of their Support (Q2789388) (← links)
• Invariance principles for self-similar set-indexed random fields (Q3190936) (← links)
• Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes (Q3388496) (← links)
• Simultaneous inference for autocovariances based on autoregressive sieve bootstrap (Q5012852) (← links)
• Comments on: Some recent theory for autoregressive count time series (Q5970627) (← links)
• Mean stationarity test in time series: a signal variance-based approach (Q6120834) (← links)
• ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES (Q6145541) (← links)