Pages that link to "Item:Q1347273"

The following pages link to Invariance principles for absolutely regular empirical processes (Q1347273):

Displaying 50 items.

• Some remarks on coupling of dependent random variables (Q1871329) (← links)
• Weak convergence of some classes of martingales with jumps. (Q1872520) (← links)
• Asymptotics of empirical processes of long memory moving averages with infinite variance. (Q1879517) (← links)
• The law of the iterated logarithm for empirical processes under absolute regularity (Q1890745) (← links)
• Uniform CLT for Markov chains and its invariance principle: A martingale approach (Q1900163) (← links)
• Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity (Q2000861) (← links)
• Empirical process theory for locally stationary processes (Q2073222) (← links)
• Empirical process theory for nonsmooth functions under functional dependence (Q2154954) (← links)
• Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
• Testing nonstationary and absolutely regular nonlinear time series models (Q2330966) (← links)
• Effects of measurement error on a class of single-index varying coefficient regression models (Q2403401) (← links)
• On weak invariance principles for partial sums (Q2412501) (← links)
• Uniform CLT for empirical process (Q2485830) (← links)
• M-estimators with non-standard rates of convergence and weakly dependent data (Q2491851) (← links)
• Least trimmed squares in nonlinear regression under dependence (Q2500649) (← links)
• Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses (Q2565928) (← links)
• Bank characteristics and the interbank money market: a distributional approach (Q2687869) (← links)
• Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models (Q2920277) (← links)
• TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD (Q3081462) (← links)
• Invariance in decision processes with continuous observations (Q3212152) (← links)
• The invariance principle for conditional empirical processes formed by dependent random variables (Q3372473) (← links)
• On nonparametric classification for weakly dependent functional processes (Q4578061) (← links)
• DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS (Q4585031) (← links)
• Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (Q4958550) (← links)
• Absolute regularity of semi-contractive GARCH-type processes (Q4968513) (← links)
• (Q4969183) (← links)
• Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
• Strong consistency of a kernel-based rule for spatially dependent data (Q5009834) (← links)
• NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION (Q5012627) (← links)
• Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data (Q5033270) (← links)
• ARBITRARY FUNCTIONAL GLIVENKO-CANTELLI CLASSES AND APPLICATIONS TO DIFFERENT TYPES OF DEPENDENCE (Q5036036) (← links)
• Multiplicative deconvolution in survival analysis under dependency (Q5072988) (← links)
• Consistency of a nonparametric least squares estimator in integer-valued GARCH models (Q5078834) (← links)
• A weak convergence result for sequential empirical processes under weak dependence (Q5086477) (← links)
• Misspecified semiparametric model selection with weakly dependent observations (Q5095825) (← links)
• The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$ (Q5429594) (← links)
• The lower regression function and testing expectation dependence dominance hypotheses (Q5861055) (← links)
• Comprehensively testing linearity hypothesis using the smooth transition autoregressive model (Q5867579) (← links)
• Nonparametric finite translation hidden Markov models and extensions (Q5963498) (← links)
• Evaluating forecast performance with state dependence (Q6090570) (← links)
• Testing stochastic dominance with many conditioning variables (Q6108264) (← links)
• Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
• Estimation of complier expected shortfall treatment effects with a binary instrumental variable (Q6152629) (← links)
• Consistency of the \(k\)-nearest neighbor classifier for spatially dependent data (Q6169173) (← links)
• Robust variable selection for the varying index coefficient models (Q6204701) (← links)
• A unifying approach to distributional limits for empirical optimal transport (Q6589576) (← links)
• Robust inference for moment condition models without rational expectations (Q6600028) (← links)
• Regression Kink With an Unknown Threshold (Q6616609) (← links)
• Estimation of non-smooth non-parametric estimating equations models with dependent data (Q6655921) (← links)
• Statistical inference with regularized optimal transport (Q6663353) (← links)