Pages that link to "Item:Q3345519"
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The following pages link to Non-strong mixing autoregressive processes (Q3345519):
Displaying 43 items.
- UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES (Q3377434) (← links)
- A NONPARAMETRIC ESTIMATOR FOR THE COVARIANCE FUNCTION OF FUNCTIONAL DATA (Q3465607) (← links)
- (Q3562982) (← links)
- ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES (Q3580639) (← links)
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
- Nuisance parameter free properties of correlation integral based statistics (Q4355134) (← links)
- Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results (Q4355157) (← links)
- (Q4558573) (← links)
- LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE (Q4562555) (← links)
- Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals (Q4580022) (← links)
- Spectral estimation in the presence of missing data (Q4606859) (← links)
- BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
- Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction (Q4905914) (← links)
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
- (Q5004044) (← links)
- ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS (Q5024497) (← links)
- Real-time estimation for functional stochastic regression models (Q5036889) (← links)
- Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case (Q5064925) (← links)
- Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications (Q5079799) (← links)
- IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS (Q5112014) (← links)
- Dependent Lindeberg central limit theorem and some applications (Q5190280) (← links)
- A nonparametric test for the change of the density function under association (Q5297091) (← links)
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
- Nonlinear system theory: Another look at dependence (Q5385851) (← links)
- ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE (Q5397669) (← links)
- GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION (Q5751767) (← links)
- Fixed-design regression for linear time series (Q5916402) (← links)
- Large-sample inference in the general AR(1) model (Q5936984) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966192) (← links)
- Posterior consistency for the spectral density of non‐Gaussian stationary time series (Q6049786) (← links)
- Multivariate wavelet estimators for weakly dependent processes: strong consistency rate (Q6067492) (← links)
- Edgeworth expansions for volatility models (Q6136793) (← links)
- Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence (Q6175626) (← links)
- Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions (Q6200904) (← links)
- Asymptotic normality of the k-NN single index regression estimator for functional weak dependence data* (Q6549184) (← links)
- The Bahadur representation for empirical and smooth quantile estimators under association (Q6549583) (← links)
- Learning CHARME models with neural networks (Q6579380) (← links)
- Time Series Approach to the Evolution of Networks: Prediction and Estimation (Q6586896) (← links)
- Adaptive directional estimator of the density in \(\mathbb{R}^d\) for independent and mixing sequences (Q6596175) (← links)
- Machine Learning Time Series Regressions With an Application to Nowcasting (Q6620932) (← links)
- Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application (Q6620935) (← links)
- Sieve Estimation of Time-Varying Panel Data Models With Latent Structures (Q6634865) (← links)
- Specification testing for conditional moment restrictions under local identification failure (Q6646161) (← links)
