The following pages link to (Q4335412):
Displaying 50 items.
- Empirical likelihood inference for partially time-varying coefficient errors-in-variables models (Q1950849) (← links)
- Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration (Q1994896) (← links)
- Wavelet-M-estimation for time-varying coefficient time series models (Q2004153) (← links)
- Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors (Q2038963) (← links)
- CLT for single functional index quantile regression under dependence structure (Q2062486) (← links)
- On the estimation of density-weighted average derivative by wavelet methods under various dependence structures (Q2257019) (← links)
- On the nonparametric conditional density and mode estimates in the single functional index model with strongly mixing data (Q2257034) (← links)
- A self-normalized invariance principle for a \(\phi\)-mixing sequence (Q2259374) (← links)
- On some graph-based two-sample tests for high dimension, low sample size data (Q2303669) (← links)
- Terminal-dependent statistical inference for the integral form of FBSDE (Q2312276) (← links)
- Wavelet estimation in time-varying coefficient models (Q2332668) (← links)
- On normal approximation of discounted and strongly mixing random variables (Q2376371) (← links)
- Unit root testing in presence of a double threshold process (Q2397962) (← links)
- Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models (Q2404167) (← links)
- Self-organisation in cellular automata with coalescent particles: qualitative and quantitative approaches (Q2410006) (← links)
- A generalized urn with multiple drawing and random addition (Q2414949) (← links)
- Strong invariance principles for dependent random variables (Q2460327) (← links)
- Almost sure central limit theorems for functionals of absolutely regular processes with application to \(U\)-statistics (Q2470504) (← links)
- On the discounted global CLT for some weakly dependent random variables (Q2471653) (← links)
- Convergence of weighted linear process for \(\rho \)-mixing random variables (Q2478375) (← links)
- Sum-functions of spacings of increasing order (Q2495824) (← links)
- Estimation in semiparametric spatial regression (Q2500457) (← links)
- Asymptotic normality of wavelet estimator for strong mixing errors (Q2510891) (← links)
- Precise asymptotics in the Baum-Katz and Davis laws of large numbers of \(\rho\)-mixing sequences (Q2581241) (← links)
- On complete convergence for arrays of rowwise dependent random variables (Q2643375) (← links)
- Maximal moment inequality for partial sums of strong mixing sequences and application (Q2644329) (← links)
- Analysis of the finiteness for the first collision time between two randomly moving particles (Q2660678) (← links)
- Convergence of partial sum processes to stable processes with application for aggregation of branching processes (Q2673836) (← links)
- Robust estimation in parametric time series models under long- and short-range-dependent structures (Q2810370) (← links)
- An extension of almost sure central limit theorem for self-normalized products of sums for mixing sequences (Q2832655) (← links)
- Asymptotics for weakly dependent errors-in-variables (Q2868778) (← links)
- A Berry-Esseen Type Bound of Wavelet Estimator Under Linear Process Errors Based on a Strong Mixing Sequence (Q2873912) (← links)
- Estimators of the asymptotic variance of stationary point processes -- a comparison (Q2882848) (← links)
- Empirical likelihood for partially time-varying coefficient models with dependent observations (Q2892916) (← links)
- Limit theorems for the discount sums of moving averages (Q2930896) (← links)
- On Some Properties of Autopersistence Functions and Autopersistence Graphs (Q2931562) (← links)
- The Invariant Measures of Markov Chains on Product Spaces and a Measurement of Dependence (Q3005151) (← links)
- Temporal aggregation of Markov-switching financial return models (Q3077477) (← links)
- Local Linear M-estimation in non-parametric spatial regression (Q3077650) (← links)
- A Consistent Estimator for Linear Models with Dependent Observations (Q3155394) (← links)
- Assessing the Goodness-of-Fit of Hidden Markov Models (Q3442975) (← links)
- Estimation of the Entropy Functional from Dependent Samples (Q3593576) (← links)
- Subsampling Variance Estimation for Non‐stationary Spatial Lattice Data (Q3608251) (← links)
- (Q4344485) (← links)
- (Q4344489) (← links)
- (Q4374997) (← links)
- RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS (Q4554606) (← links)
- The Spitzer law for ψ-mixing random variables (Q4561073) (← links)
- (Q4986380) (← links)
- On Kolmogorov’s converse inequality for dependent random variables (Q5005985) (← links)
