Pages that link to "Item:Q3291947"

The following pages link to On Strong Mixing Conditions for Stationary Gaussian Processes (Q3291947):

Displaying 50 items.

• Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
• Electrocardiogram classification using delay differential equations (Q2787849) (← links)
• Some mixing properties of conditionally independent processes (Q2807763) (← links)
• Bernstein-type inequality for a class of dependent random matrices (Q2809331) (← links)
• On the isotonic change-point problem (Q2863059) (← links)
• -Almost sure convergence for multivariate probability density estimate from dependent observations (Q2979604) (← links)
• Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences (Q3086360) (← links)
• Two-Stage Procedures for High-Dimensional Data (Q3106536) (← links)
• Approximate Entropy as an Irregularity Measure for Financial Data (Q3518451) (← links)
• Multiplicative Adjustment Method for Semiparametric Regression with Mixing Dependent Data (Q3652780) (← links)
• Moment inequalities for mixing sequences of random variables (Q3756215) (← links)
• Central Limit Theorems for dependent variables. I (Q3897764) (← links)
• Tests of periodicity with missing observations (Q4322950) (← links)
• Uniform convergence rates for a nearest neighbor density estimator under dependence assumptions (Q4346829) (← links)
• Maximum of partial sums and an invariance principle for a class of weak dependent random variables (Q4383110) (← links)
• Model selection for (auto-)regression with dependent data (Q4534854) (← links)
• Non-parametric regression for spatially dependent data with wavelets (Q4559353) (← links)
• The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model (Q4618068) (← links)
• On some basic features of strictly stationary, reversible Markov chains (Q5012851) (← links)
• A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications (Q5046633) (← links)
• Mixing and moments properties of a non-stationary copula-based Markov process (Q5077525) (← links)
• A central limit theorem for correlated variables with limited normal or gamma distributions (Q5077892) (← links)
• Strong convergence properties for partial sums of asymptotically negatively associated random vectors in Hilbert spaces (Q5078043) (← links)
• The asymptotic normality of the linear weighted estimator in nonparametric regression models (Q5078423) (← links)
• Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises (Q5119414) (← links)
• Predicting Clinical Outcomes in Glioblastoma: An Application of Topological and Functional Data Analysis (Q5120654) (← links)
• Strong Consistency of Conditional Value-at-risk Estimate for ϕ-mixing Samples (Q5177607) (← links)
• Short Range and Long Range Dependence (Q5272952) (← links)
• Geometric Representation of High Dimension, Low Sample Size Data (Q5313460) (← links)
• WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
• Delay Differential Analysis of Time Series (Q5380214) (← links)
• Pairs trading based on statistical variability of the spread process (Q5397471) (← links)
• Terminal-Dependent Statistical Inferences for FBSDE (Q5416840) (← links)
• How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
• Maxima of stationary Gaussian processes (Q5540926) (← links)
• Remarks on the Burgers Equation (Q5542401) (← links)
• A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
• Consistent causal inference from time series with PC algorithm and its time-aware extension (Q6089224) (← links)
• Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model (Q6090554) (← links)
• Maximal moment inequalities for partial sums of <i>ρ</i>-mixing random variables with application to conditional value-at-risk estimator (Q6107578) (← links)
• Strong convergence rates of multiple change-point estimator for <i>ρ</i>-mixing sequence (Q6114243) (← links)
• Ildar Abdullovich Ibragimov (on his ninetieth birthday) (Q6184491) (← links)
• Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process (Q6498642) (← links)
• A simple approach for local and global variable importance in nonlinear regression models (Q6561260) (← links)
• Time series of functional data with application to yield curves (Q6574610) (← links)
• Some practical and theoretical issues related to the quantile estimators (Q6581360) (← links)
• On functional limit theorems for branching processes with dependent immigration (Q6587409) (← links)
• Double data piling: a high-dimensional solution for asymptotically perfect multi-category classification (Q6643296) (← links)
• On Berry-Esséen bound of frequency polygon estimation under \(\rho\)-mixing samples (Q6667538) (← links)
• Asymptotic normality of kernel density estimation for mixing high-frequency data (Q6669476) (← links)