Pages that link to "Item:Q1104632"
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The following pages link to Mixing properties of ARMA processes (Q1104632):
Displaying 27 items.
- Improved Seasonal Mann–Kendall Tests for Trend Analysis in Water Resources Time Series (Q4976485) (← links)
- R\'enyi entropy and pattern matching for run-length encoded sequences (Q4989421) (← links)
- The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model with <i>α</i>-mixing errors (Q5064927) (← links)
- MISE of wavelet estimators for regression derivatives with biased strong mixing data (Q5078557) (← links)
- Nonparametric confidence intervals for location in time series data (Q5085933) (← links)
- Partial functional linear regression with autoregressive errors (Q5092689) (← links)
- Missing not at random and the nonparametric estimation of the spectral density (Q5135316) (← links)
- Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes (Q5263975) (← links)
- ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE (Q5397669) (← links)
- Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes (Q5467622) (← links)
- Functional‐coefficient models under unit root behaviour (Q5703226) (← links)
- Finite sample properties of system identification of ARX models under mixing conditions (Q5926264) (← links)
- Plug-in bandwidth choice in partial linear models with autoregressive errors (Q5956233) (← links)
- Random Forests for Spatially Dependent Data (Q6107238) (← links)
- Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding (Q6108302) (← links)
- A copula spectral test for pairwise time reversibility (Q6133833) (← links)
- Permutation testing for dependence in time series (Q6134630) (← links)
- Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function (Q6148342) (← links)
- A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model (Q6178583) (← links)
- Bootstrap rank tests for trend in time series (Q6179523) (← links)
- Sharp optimality for high-dimensional covariance testing under sparse signals (Q6183765) (← links)
- On estimation of nonparametric regression models with autoregressive and moving average errors (Q6197120) (← links)
- Characterization of the least squares estimator: mis-specified multivariate isotonic regression model with dependent errors (Q6545143) (← links)
- Detecting systematic anomalies affecting systems when inputs are stationary time series (Q6580718) (← links)
- Detecting changes in the trend function of heteroscedastic time series (Q6589564) (← links)
- Direct Bayesian linear regression for distribution-valued covariates (Q6597261) (← links)
- Using Triples to Assess Symmetry Under Weak Dependence (Q6620974) (← links)
