Pages that link to "Item:Q2641624"

The following pages link to Weak dependence. With examples and applications. (Q2641624):

Displaying 50 items.

• Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models (Q2419671) (← links)
• Quantitative bounds for concentration-of-measure inequalities and empirical regression: the independent case (Q2422732) (← links)
• Asymptotic behavior of central order statistics from stationary processes (Q2434484) (← links)
• Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929) (← links)
• Komlós-Major-Tusnády approximation under dependence (Q2447341) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• A kernel mode estimate under random left truncation and time series model: asymptotic normality (Q2516630) (← links)
• Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data (Q2693222) (← links)
• Asymptotic Results for an M-Estimator of the Regression Function for Quasi-Associated Processes (Q2787226) (← links)
• Structural breaks in time series (Q2852477) (← links)
• Central limit theorem for the kernel estimator of the regression function for censored time series (Q2892932) (← links)
• Weak dependence of point processes and application to second-order statistics^† (Q2953970) (← links)
• ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)
• Adaptive density estimation under weak dependence (Q3085573) (← links)
• Central limit theorem for sampled sums of dependent random variables (Q3085583) (← links)
• Invariance principles for self-similar set-indexed random fields (Q3190936) (← links)
• Mixed‐Norm Spaces and Prediction of S<i>α</i>S Moving Averages (Q3452745) (← links)
• Discrete-Time Risk Models Based on Time Series for Count Random Variables (Q3569709) (← links)
• (Q4344489) (← links)
• (Q4374997) (← links)
• Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals (Q4580022) (← links)
• Improved local polynomial estimation in time series regression (Q4634441) (← links)
• Prediction of weakly locally stationary processes by auto-regression (Q4962123) (← links)
• Absolute regularity of semi-contractive GARCH-type processes (Q4968513) (← links)
• Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← 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)
• Simultaneous inference for autocovariances based on autoregressive sieve bootstrap (Q5012852) (← links)
• Asymptotics for semi-strong augmented GARCH(1,1) model (Q5046800) (← links)
• Recursive kernel regression estimation under <i>α</i> – mixing data (Q5057323) (← links)
• Generalized binary vector autoregressive processes (Q5063327) (← links)
• ASYMPTOTIC PROPERTY OF SPECTRAL DENSITY ESTIMATORS OF A CONTINUOUS TIME PROCESS ALMOST PERIODICALLY CORRELATED LOW DEPENDENT BY POISSON (Q5069476) (← links)
• A Dynamic Taylor’s law (Q5087010) (← links)
• Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations (Q5095824) (← links)
• Testing Kendall's <i>τ</i> for a large class of dependent sequences (Q5119171) (← links)
• Limit theorems for some skew products with mixing base maps (Q5139072) (← links)
• Random forests for time-dependent processes (Q5140344) (← links)
• Estimation of the limit variance for sums under a new weak dependence condition (Q5147565) (← links)
• (Q5149035) (← links)
• Asymptotic results for certain weak dependent variables (Q5218371) (← links)
• Change Detection in INARCH Time Series of Counts (Q5280076) (← links)
• Prediction of time series by statistical learning: general losses and fast rates (Q5417591) (← links)
• (Q5714462) (← links)
• ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE (Q5741624) (← links)
• Hölderian invariance principle for Hilbertian linear processes (Q5851021) (← links)
• (Q5856502) (← links)
• (Q5860429) (← links)
• (Q5870747) (← links)
• Nonconventional limit theorems (Q5961957) (← links)
• Comments on: Some recent theory for autoregressive count time series (Q5970627) (← links)
• Multivariate wavelet estimators for weakly dependent processes: strong consistency rate (Q6067492) (← links)