Pages that link to "Item:Q980775"

The following pages link to The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series (Q980775):

Displaying 17 items.

• Fréchet differentiability in statistical inference for time series (Q257586) (← links)
• Characteristic function-based hypothesis tests under weak dependence (Q414551) (← links)
• Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
• Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
• Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
• Regression estimation by local polynomial fitting for multivariate data streams (Q725697) (← links)
• Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors (Q743763) (← links)
• A note on estimating the conditional expectation under censoring and association: strong uniform consistency (Q1785812) (← links)
• Some recent theory for autoregressive count time series (Q1936528) (← links)
• Rejoinder on: Some recent theory for autoregressive count time series (Q1936530) (← links)
• Distance-based and RKHS-based dependence metrics in high dimension (Q1996774) (← links)
• A new framework for distance and kernel-based metrics in high dimensions (Q2074298) (← links)
• Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
• Nonparametric statistics of dynamic networks with distinguishable nodes (Q2404165) (← links)
• Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence (Q2931572) (← links)
• Maximal Inequalities for Dependent Random Variables (Q2954040) (← links)
• (Q5856502) (← links)