Pages that link to "Item:Q1962865"

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

Displaying 30 items.

• Local asymptotic normality for long-memory process with strong mixing noises (Q5077223) (← links)
• (Q5141658) (← links)
• On a ‘Replicating Character String’ Model (Q5169741) (← links)
• (Q5226051) (← links)
• deviation bounds for additive functionals of markov processes (Q5429618) (← links)
• (Q5843988) (← links)
• Conditional VAR and Expected Shortfall: A New Functional Approach (Q5864357) (← links)
• Consistency rates and asymptotic normality of the high risk conditional for functional data (Q5895166) (← links)
• Consistency rates and asymptotic normality of the high risk conditional for functional data (Q5925204) (← links)
• Normal approximation for quasi-associated random fields (Q5953871) (← links)
• An empirical central limit theorem for intermittent maps (Q5961961) (← links)
• Quenched limit theorems for Fourier transforms and periodogram (Q5963501) (← links)
• On the local linear estimation of a generalized regression function with spatial functional data (Q6053872) (← links)
• Multivariate wavelet estimators for weakly dependent processes: strong consistency rate (Q6067492) (← links)
• Large deviations, moment estimates and almost sure invariance principles for skew products with mixing base maps and expanding-on-average fibers (Q6089899) (← links)
• Relative error prediction: Strong uniform consistency for censoring time series model (Q6107547) (← links)
• Nonparametric recursive method for generalized kernel estimators for dependent functional data (Q6123496) (← links)
• Consistency of the \(k\)-nearest neighbor classifier for spatially dependent data (Q6169173) (← links)
• Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence (Q6175626) (← links)
• Gradual change-point analysis based on Spearman matrices for multivariate time series (Q6496582) (← links)
• Moment inequalities for sums of weakly dependent random fields (Q6565333) (← links)
• Simultaneous Decorrelation of Matrix Time Series (Q6567891) (← links)
• Semi-recursive kernel conditional density estimators under random censorship and dependent data (Q6587713) (← links)
• Strong approximations for a class of dependent random variables with semi-exponential tails (Q6592138) (← links)
• Functional central limit theorem and Marcinkiewicz strong law of large numbers for Hilbert-valued \(U\)-statistics of absolutely regular data (Q6594001) (← links)
• Deviation inequality for Banach-valued orthomartingales (Q6596204) (← links)
• Nonparametric relative error estimation of the regression function for left truncated and right censored time series data (Q6611231) (← links)
• Semiparametric Estimation of Risk–Return Relationships (Q6616596) (← links)
• Tie-Break Bootstrap for Nonparametric Rank Statistics (Q6626230) (← links)
• Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models (Q6626310) (← links)