Pages that link to "Item:Q1962865"

The following pages link to Asymptotic theory of weakly dependent stochastic processes (Q1962865):

Displaying 50 items.

• Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series (Q2342929) (← links)
• Hybrid copula estimators (Q2344382) (← links)
• On kernel estimators of density for reversible Markov chains (Q2348330) (← links)
• Data driven smooth test of comparison for dependent sequences (Q2350057) (← links)
• Forecasting time series with multivariate copulas (Q2351202) (← links)
• A multilinear form inequality (Q2370527) (← links)
• Second-order properties of regeneration-based bootstrap for atomic Markov chains (Q2384662) (← links)
• On the consistency of a new kernel rule for spatially dependent data (Q2406805) (← links)
• Pointwise adaptive estimation of the marginal density of a weakly dependent process (Q2407072) (← links)
• Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series (Q2423187) (← links)
• CLT and \(\mathbb L^q\) errors in nonparametric functional regression (Q2462099) (← links)
• Optimal and superoptimal rates of frequency polygons for continuous-time processes. (Q2484562) (← links)
• A regularity condition and a limit theorem for Harris ergodic Markov chains (Q2485758) (← links)
• Super optimal rates for nonparametric density estimation via projection estimators (Q2485852) (← links)
• Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric (Q2489842) (← links)
• On random almost periodic trigonometric polynomials and applications to ergodic theory (Q2493174) (← links)
• Adaptive sampling schemes for density estimation (Q2498749) (← links)
• Asymptotic behaviour of truncated projection density estimators. (Q2499693) (← links)
• Asymptotic normality of a robust estimator of the regression function for functional time series data (Q2511745) (← links)
• Statistical properties of diffeomorphisms with weak invariant manifolds (Q2515669) (← links)
• A kernel mode estimate under random left truncation and time series model: asymptotic normality (Q2516630) (← links)
• Kahane-Khintchine inequalities and functional central limit theorem for stationary random fields. (Q2574529) (← links)
• A new covariance inequality and applications. (Q2574576) (← links)
• Consistent estimation of a general nonparametric regression function in time series (Q2628866) (← links)
• Weak convergence of laws on \(\mathbb R^{K}\) with common marginals (Q2641433) (← links)
• Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences (Q2657995) (← links)
• A proof of consistency of the MLE for nonlinear Markov-switching AR processes (Q2667593) (← links)
• BlockShrink Wavelet Density Estimator in ϕ-Mixing Framework (Q2787228) (← links)
• A deviation bound for α-dependent sequences with applications to intermittent maps (Q2951893) (← links)
• Asymptotic Theory of Weakly Dependent Random Processes (Q2968755) (← links)
• GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
• A Central Limit Theorem for Reversible Processes with Nonlinear Growth of Variance (Q3067858) (← links)
• Rates in almost sure invariance principle for slowly mixing dynamical systems (Q3303938) (← links)
• Remarks on Asymptotic Independence (Q3389446) (← links)
• A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications (Q3420024) (← links)
• A NONPARAMETRIC ESTIMATOR FOR THE COVARIANCE FUNCTION OF FUNCTIONAL DATA (Q3465607) (← links)
• Large deviations for nonuniformly hyperbolic systems (Q3542021) (← links)
• Large and moderate deviations for slowly mixing dynamical systems (Q3625547) (← links)
• Exponential inequalities and functional central limit theorems for random fields (Q4534856) (← links)
• On nonparametric classification for weakly dependent functional processes (Q4578061) (← links)
• Large and moderate deviations for bounded functions of slowly mixing Markov chains (Q4598559) (← links)
• Spectral estimation in the presence of missing data (Q4606859) (← links)
• Approximations of the Restless Bandit Problem (Q4633023) (← links)
• Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences (Q4671821) (← links)
• On the Functional Central Limit Theorem for Reversible Markov Chains with Nonlinear Growth of the Variance (Q4903044) (← links)
• (Q4954712) (← links)
• Strong consistency of a kernel-based rule for spatially dependent data (Q5009834) (← links)
• Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence (Q5012342) (← links)
• ARBITRARY FUNCTIONAL GLIVENKO-CANTELLI CLASSES AND APPLICATIONS TO DIFFERENT TYPES OF DEPENDENCE (Q5036036) (← links)
• Recursive kernel regression estimation under <i>α</i> – mixing data (Q5057323) (← links)