Pages that link to "Item:Q674522"

The following pages link to Weak convergence for weighted empirical processes of dependent sequences (Q674522):

Displaying 45 items.

• Empirical likelihood for conditional quantile with left-truncated and dependent data (Q1926002) (← links)
• Asymptotic results for spatial causal ARMA models (Q1952040) (← links)
• Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables (Q1973314) (← links)
• Convergence rates of wavelet density estimators for strongly mixing samples (Q2043541) (← links)
• Copula-based time series with filtered nonstationarity (Q2116363) (← links)
• Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean (Q2131251) (← links)
• Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
• Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
• Conditional quantile estimation with auxiliary information for left-truncated and dependent data (Q2276180) (← links)
• Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
• Averaged and integrated estimations of varying-coefficient regression models with dependent observations (Q2296555) (← links)
• Wavelet regression estimations with strong mixing data (Q2324281) (← links)
• Wavelet estimation in time-varying coefficient models (Q2332668) (← links)
• Weak convergence of the weighted sequential empirical process of some long-range dependent data (Q2339543) (← links)
• Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics (Q2448714) (← links)
• A general method to the strong law of large numbers and its applications (Q2483457) (← links)
• Uniform CLT for empirical process (Q2485830) (← links)
• Rate of convergence for multiple change-points estimation of moving-average processes (Q2501422) (← links)
• Tightness criterion and weak convergence for the generalized empirical process in \(D[0, 1]\) (Q2510943) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• Weighted weak convergence for empirical processes of negatively associated sequences. (Q2709357) (← links)
• GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
• LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES (Q3168418) (← links)
• A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS (Q3168426) (← links)
• Weak convergence of residual median process for dependent or randomly censored samples (Q3473120) (← links)
• Weak and strong convergence of empirical distribution functions from germ-grain processes (Q3525830) (← links)
• Weak convergence of a weighted residual empirical process in autoregression (Q3985465) (← links)
• (Q4035193) (← links)
• A two–stage approach to additive time series models (Q4469572) (← links)
• ASYMPTOTIC ESTIMATION OF THE E-GINI INDEX (Q4561970) (← links)
• Generalized Lorenz curves and convexifications of stochastic processes (Q4819505) (← links)
• Maximal moment inequality for partial sums of ρ-mixing sequences and its applications (Q5000438) (← links)
• Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)
• ARBITRARY FUNCTIONAL GLIVENKO-CANTELLI CLASSES AND APPLICATIONS TO DIFFERENT TYPES OF DEPENDENCE (Q5036036) (← links)
• A weak convergence result for sequential empirical processes under weak dependence (Q5086477) (← links)
• Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises (Q5119414) (← links)
• Estimation of the limit variance for sums under a new weak dependence condition (Q5147565) (← links)
• PRICING KERNEL ESTIMATION: A LOCAL ESTIMATING EQUATION APPROACH (Q5255875) (← links)
• Nonparametric multidimensional fixed effects panel data models (Q5865515) (← links)
• Weighted Nadaraya-Watson regression estimation (Q5934114) (← links)
• Asymptotic normality for \(U\)-statistics of associated random variables (Q5945255) (← links)
• Estimating a distribution function for censored time series data (Q5947229) (← links)
• Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation (Q6151145) (← links)
• Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process (Q6498642) (← links)
• The Bahadur representation for empirical and smooth quantile estimators under association (Q6549583) (← links)