Pages that link to "Item:Q2641624"
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The following pages link to Weak dependence. With examples and applications. (Q2641624):
Displaying 15 items.
- Double smoothing local linear estimation in nonlinear time series (Q6107573) (← links)
- A general procedure for change-point detection in multivariate time series (Q6114842) (← links)
- Factor models for high‐dimensional functional time series II: Estimation and forecasting (Q6135372) (← links)
- Edgeworth expansions for volatility models (Q6136793) (← links)
- Inheritance of strong mixing and weak dependence under renewal sampling (Q6159621) (← links)
- Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence (Q6175626) (← links)
- Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions (Q6200904) (← links)
- The functional central limit theorem for Markov-switching GARCH model (Q6555120) (← links)
- Moment inequalities for sums of weakly dependent random fields (Q6565333) (← links)
- Efficient non parametric spectral density estimation with censored observations (Q6588687) (← links)
- Adaptive directional estimator of the density in \(\mathbb{R}^d\) for independent and mixing sequences (Q6596175) (← links)
- Machine Learning Time Series Regressions With an Application to Nowcasting (Q6620932) (← links)
- Efficient and consistent model selection procedures for time series (Q6635709) (← links)
- Hidden AR process and adaptive Kalman filter (Q6664137) (← links)
- An irregularly spaced ARMA(1,1) model and an application to contamination data (Q6667624) (← links)
