Pages that link to "Item:Q3268545"
From MaRDI portal
The following pages link to Some Limit Theorems for Random Functions. I (Q3268545):
Displaying 50 items.
- Local linear conditional cumulative distribution function with mixing data (Q2189324) (← links)
- A new CLT for additive functionals of Markov chains (Q2196383) (← links)
- Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors (Q2219873) (← links)
- A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\) (Q2274304) (← links)
- Conditional quantile estimation with auxiliary information for left-truncated and dependent data (Q2276180) (← links)
- Averaged and integrated estimations of varying-coefficient regression models with dependent observations (Q2296555) (← links)
- Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data (Q2322055) (← links)
- Wavelet estimation in time-varying coefficient models (Q2332668) (← links)
- Generalization bounds for non-stationary mixing processes (Q2360972) (← links)
- Adaptive estimation for stochastic damping Hamiltonian systems under partial observation (Q2409000) (← links)
- Asymptotic normality of high level-large time crossings of a Gaussian process (Q2419974) (← links)
- Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes (Q2439214) (← links)
- On the behavior of the covariance matrices in a multivariate central limit theorem under some mixing conditions (Q2441057) (← links)
- Fast learning from \(\alpha\)-mixing observations (Q2443266) (← links)
- On a stationary, triple-wise independent, absolutely regular counterexample to the central limit theorem (Q2477947) (← links)
- Nonparametric regression estimation for dependent functional data: asymptotic normality (Q2485822) (← links)
- Super optimal rates for nonparametric density estimation via projection estimators (Q2485852) (← links)
- M-estimators with non-standard rates of convergence and weakly dependent data (Q2491851) (← links)
- On the intersection between the trajectories of a normal stationary stochastic process and a high level (Q2523657) (← links)
- Adaptive estimation of the dynamics of a discrete time stochastic volatility model (Q2630149) (← links)
- Nonlinearity and temporal dependence (Q2630203) (← links)
- The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data (Q2657187) (← links)
- Entropy rate of product of independent processes (Q2679714) (← links)
- Asymptotic normality for kernel weighted averages estimation (Q2683003) (← links)
- On the CLT for stationary Markov chains with trivial tail sigma field (Q2686009) (← links)
- Nonparametric Estimation for FBSDEs Models with Applications in Finance (Q2786238) (← links)
- Local polynomial quasi-likelihood regression with truncated and dependent data (Q2863068) (← links)
- Asymptotic Normality of Estimators in Heteroscedastic Semi-Parametric Model with Strong Mixing Errors (Q2920027) (← links)
- Asymptotic Normality for Regression Function Estimate Under Truncation and α-Mixing Conditions (Q3015911) (← links)
- Asymptotic Properties of Conditional Quantile Estimator Under Left-Truncated and α-Mixing Conditions (Q3017858) (← links)
- Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors (Q3021193) (← links)
- Central limit theorem for sampled sums of dependent random variables (Q3085583) (← links)
- NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS (Q3087505) (← links)
- Nonlinear wavelet density estimation with censored dependent data (Q3118886) (← links)
- Weighted nonparametric regression estimation with truncated and dependent data (Q3145416) (← links)
- Asymptotic normality in conditional wavelet density with left-truncated α-mixing observations (Q3168668) (← links)
- On a very weak bernoulli condition<sup>†</sup> (Q3324743) (← links)
- Stochastic stability of coupled linear systems: a survey of methods and results (Q3331105) (← links)
- Hazard function given a functional variable: Non-parametric estimation under strong mixing conditions (Q3523679) (← links)
- Empirical Likelihood for Conditional Density Under Left Truncation and α-Mixing Condition (Q3562441) (← links)
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS (Q3632420) (← links)
- Moment inequalities for mixing sequences of random variables (Q3756215) (← links)
- On a theorem of gordin (Q3805558) (← links)
- Central Limit Theorems for dependent variables. I (Q3897764) (← links)
- A note on a theorem of Berkes and Philipp (Q3938264) (← links)
- Limit theorems for sums of weakly dependent Banach space valued random variables (Q3961520) (← links)
- Limiting behavior of U-statistics for stationary, absolutely regular processes (Q4074174) (← links)
- An almost sure invariance principle for the empirical distribution function of mixing random variables (Q4119869) (← links)
- On the strong mixing and weak Bernoulli conditions (Q4179605) (← links)
- Strong convergence of kernel estimators for product densities of absolutely regular point processes (Q4352134) (← links)
