The following pages link to (Q4335412):
Displaying 27 items.
- Unbalanced multi-drawing urn with random addition matrix (Q5009823) (← links)
- Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures (Q5016826) (← links)
- Inference for Structural Breaks in Spatial Models (Q5041341) (← links)
- (Q5043236) (← links)
- Local linear estimation of a generalized regression function with functional dependent data (Q5075492) (← links)
- Further research on limit theorems for self-normalized sums (Q5085583) (← links)
- Asymptotic results of semi-functional partial linear regression estimate under functional spatial dependency (Q5104521) (← links)
- Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions (Q5130252) (← links)
- Estimation of the limit variance for sums under a new weak dependence condition (Q5147565) (← links)
- Wavelet estimation in time-varying coefficient time series models with measurement errors (Q5160193) (← links)
- Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure (Q5177577) (← links)
- Exponential Inequalities for the Distributions of Canonical Multiple Partial Sum Processes (Q5232085) (← links)
- Some preliminary results on conditionally ψ-mixing sequences of random variables (Q5265788) (← links)
- Terminal-Dependent Statistical Inferences for FBSDE (Q5416840) (← links)
- THE LIMIT THEOREMS UNDER LOGARITHMIC AVERAGES FOR MIXING RANDOM VARIABLES (Q5419293) (← links)
- (Q5714462) (← links)
- Variable selection for partially time-varying coefficient error-in-variables models (Q5739665) (← links)
- On the rates of asymptotic normality for recursive kernel density estimators under <i>ϕ</i>-mixing assumptions (Q5742400) (← links)
- Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences (Q5899430) (← links)
- Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences (Q5901238) (← links)
- Asymptotic behaviour of critical decomposable 2-type Galton-Watson processes with immigration (Q6044256) (← links)
- On mixing conditions in proving the asymptotical normality for harmonic crystals (Q6059282) (← links)
- Approximate properties of stochastic functional differential equations with singular perturbations (Q6096989) (← links)
- Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)
- Detecting systematic anomalies affecting systems when inputs are stationary time series (Q6580718) (← links)
- Homogeneity and Structure Identification in Semiparametric Factor Models (Q6620862) (← links)
- Estimation of tail risk using extreme expectiles in linear GARCH models with heavy-tailed error (Q6654881) (← links)
