Pages that link to "Item:Q2641624"

The following pages link to Weak dependence. With examples and applications. (Q2641624):

Displaying 50 items.

• A weighted estimator of conditional hazard rate with left-truncated and dependent data (Q1695759) (← links)
• Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
• A bound of the \(\beta\)-mixing coefficient for point processes in terms of their intensity functions (Q1726925) (← links)
• Time-frequency analysis of locally stationary Hawkes processes (Q1740528) (← links)
• Subsampling weakly dependent time series and application to extremes (Q1761535) (← links)
• Rejoinder on: Subsampling weakly dependent time series and application to extremes (Q1761538) (← links)
• Asymptotic behavior of optimal quantities in symmetric transshipment coalitions (Q1785277) (← links)
• Tests of stochastic monotonicity with improved power (Q1792480) (← links)
• Some recent theory for autoregressive count time series (Q1936528) (← links)
• Rejoinder on: Some recent theory for autoregressive count time series (Q1936530) (← links)
• Brownian limits, local limits and variance asymptotics for convex hulls in the ball (Q1942111) (← links)
• Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples (Q1951694) (← links)
• Asymptotic results for spatial causal ARMA models (Q1952040) (← links)
• Sparsity considerations for dependent variables (Q1952207) (← links)
• A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields (Q1957166) (← links)
• Matrix factorization for multivariate time series analysis (Q2008611) (← links)
• Recursive nonparametric regression estimation for dependent strong mixing functional data (Q2023475) (← links)
• Comparing the marginal densities of two strictly stationary linear processes (Q2027224) (← links)
• Correlation bounds, mixing and \(m\)-dependence under random time-varying network distances with an application to Cox-processes (Q2040084) (← links)
• Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data (Q2043739) (← links)
• A nonparametric estimation of the conditional ageing intensity function in censored data: a local linear approach (Q2054638) (← links)
• CLT for single functional index quantile regression under dependence structure (Q2062486) (← links)
• Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence (Q2073208) (← links)
• Nonasymptotic control of the MLE for misspecified nonparametric hidden Markov models (Q2074280) (← links)
• Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk (Q2083865) (← links)
• Limit results for \(L^p\) functionals of weighted CUSUM processes (Q2087065) (← links)
• Robbins-Monro algorithm with \(\psi\)-mixing random errors (Q2096911) (← links)
• Estimation of time series models using residuals dependence measures (Q2105206) (← links)
• Concentration inequalities for non-causal random fields (Q2136658) (← links)
• Nonparametric regression for locally stationary random fields under stochastic sampling design (Q2137017) (← links)
• Exponential inequalities for nonstationary Markov chains (Q2178936) (← links)
• Nonconventional moderate deviations theorems and exponential concentration inequalities (Q2179244) (← links)
• Testing for local covariate trend effects in volatility models (Q2192311) (← links)
• High-dimensional VAR with low-rank transition (Q2195856) (← links)
• Spectral estimation for non-linear long range dependent discrete time trawl processes (Q2199705) (← links)
• Coupling and perturbation techniques for categorical time series (Q2203638) (← links)
• Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series (Q2276175) (← links)
• Multivariate count autoregression (Q2278669) (← links)
• Sequential monitoring for changes from stationarity to mild non-stationarity (Q2295810) (← links)
• Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data (Q2322055) (← links)
• Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods (Q2325378) (← links)
• Placebo inference on treatment effects when the number of clusters is small (Q2330752) (← links)
• The deficit on each trade in a Vickrey double auction is at least as large as the Walrasian price gap (Q2338660) (← links)
• The functional central limit theorem for the multivariate MS-ARMA-GARCH model (Q2345241) (← links)
• Data driven smooth test of comparison for dependent sequences (Q2350057) (← links)
• Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
• A note on the asymptotic distribution of lasso estimator for correlated data (Q2392488) (← links)
• Pointwise adaptive estimation of the marginal density of a weakly dependent process (Q2407072) (← links)
• General theorems on large deviations for random vectors (Q2411305) (← links)
• On weak invariance principles for partial sums (Q2412501) (← links)