Pages that link to "Item:Q3268545"

The following pages link to Some Limit Theorems for Random Functions. I (Q3268545):

Displaying 50 items.

• Fixed design regression for time series: Asymptotic normality (Q1185836) (← links)
• Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes (Q1206452) (← links)
• Some limit theorems for random fields (Q1252556) (← links)
• On the distribution of tail array sums for strongly mixing stationary sequences (Q1296609) (← links)
• Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences (Q1314306) (← links)
• Density estimation for time series by histograms (Q1330219) (← links)
• Order statistics for nonstationary time series (Q1335371) (← links)
• Robust \(m\)-interval detection procedures for strong mixing noise (Q1357085) (← links)
• Nonparametric estimation of density derivatives of dependent data (Q1360978) (← links)
• Subsampling for heteroskedastic time series (Q1372916) (← links)
• Coupling surfaces and weak Bernoulli in one and higher dimensions (Q1378455) (← links)
• Multivariate regression estimation: Local polynomial fitting for time series (Q1382472) (← links)
• The bootstrap for empirical processes based on stationary observations (Q1382489) (← links)
• Local M-estimator for nonparametric time series. (Q1423066) (← links)
• Nonparametric estimation equations for time series data. (Q1423228) (← links)
• Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence (Q1570294) (← links)
• A restricted dichotomy of equivalence classes for some measures of dependence (Q1596554) (← links)
• Deconvolving multidimensional density from partially contaminated observations (Q1600747) (← links)
• Asymptotic normality of estimators in heteroscedastic errors-in-variables model (Q1621668) (← links)
• Asymptotic properties for LS estimators in EV regression model with dependent errors (Q1635013) (← links)
• A bound of the \(\beta\)-mixing coefficient for point processes in terms of their intensity functions (Q1726925) (← links)
• An improved method for forecasting spare parts demand using extreme value theory (Q1753565) (← links)
• Local polynomial estimation of a conditional mean function with dependent truncated data (Q1761551) (← links)
• Optimal sequential kernel detection for dependent processes (Q1779801) (← links)
• New dependence coefficients. Examples and applications to statistics (Q1779992) (← links)
• A note on uniform laws of averages for dependent processes (Q1801875) (← links)
• The mixing property of bilinear and generalised random coefficient autoregressive models (Q1819826) (← links)
• Asymptotic properties in partial linear models under dependence (Q1872842) (← links)
• Quite weak Bernoulli with exponential rate and percolation for random fields (Q1899254) (← links)
• Empirical likelihood for conditional quantile with left-truncated and dependent data (Q1926002) (← links)
• Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors (Q1935687) (← links)
• On the exchange of intersection and supremum of \({\sigma}\)-fields in filtering theory (Q1936815) (← links)
• Asymptotic normality of wavelet estimator in heteroscedastic model with \(\alpha\)-mixing errors (Q1937774) (← links)
• Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data (Q1946888) (← links)
• Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples (Q1951694) (← links)
• On tightness of partial sums from strictly stationary, absolutely regular sequences of \(B\)-valued random variables (Q1963969) (← links)
• On multiple-level excursions by stationary processes with deterministic peaks (Q1965866) (← links)
• Nonparametric tests for model selection with time series data (Q1969429) (← links)
• Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity (Q2000861) (← links)
• Methods for estimating the upcrossings index: improvements and comparison (Q2010796) (← links)
• On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables (Q2057394) (← links)
• Normal deviation of synchronization of stochastic coupled systems (Q2069747) (← links)
• Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems (Q2091528) (← links)
• Asymptotic properties for estimators in a semiparametric EV model with NA errors and missing responses (Q2122276) (← links)
• Generalized ordinal patterns allowing for ties and their applications in hydrology (Q2129611) (← links)
• Empirical likelihood of conditional quantile difference with left-truncated and dependent data (Q2131958) (← links)
• Poisson approximation. Addendum (Q2135723) (← links)
• Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
• Central limit theorems for parabolic stochastic partial differential equations (Q2155526) (← links)
• Adaptive density estimation on bounded domains under mixing conditions (Q2188474) (← links)