Pages that link to "Item:Q1962865"

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

Displaying 50 items.

• A note on asymptotic parametric prediction (Q999007) (← links)
• Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
• Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
• Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
• On entropy estimation for distributions with countable support. (Q1565879) (← links)
• Approximation and exponential inequalities for sums of dependent random vectors (Q1598479) (← links)
• Left concentration inequalities for empirical processes (Q1600148) (← links)
• On convergence rates for quadratic errors in kernel hazard estimation (Q1613073) (← links)
• A note on variable selection in nonparametric regression with dependent data (Q1613076) (← links)
• Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data (Q1621674) (← links)
• An invariance principle for sums and record times of regularly varying stationary sequences (Q1626622) (← links)
• Simpler PAC-Bayesian bounds for hostile data (Q1640576) (← links)
• The Mann-Whitney \(U\)-statistic for \(\alpha\)-dependent sequences (Q1678538) (← links)
• Concentration inequalities for separately convex functions (Q1708988) (← links)
• Statistical properties for flows with unbounded roof function, including the Lorenz attractor (Q1711161) (← links)
• On the Komlós, Major and Tusnády strong approximation for some classes of random iterates (Q1743346) (← links)
• Martingale-coboundary decomposition for families of dynamical systems (Q1747351) (← links)
• Convergence rates in the strong law of large numbers for Hilbert valued dependent variables (Q1764098) (← links)
• Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains (Q1765111) (← links)
• Large deviations for martingales. (Q1766013) (← links)
• Coupling for \(\tau\)-dependent sequences and applications (Q1770896) (← links)
• New dependence coefficients. Examples and applications to statistics (Q1779992) (← links)
• Concentration around the mean for maxima of empirical processes (Q1781175) (← links)
• Tests of stochastic monotonicity with improved power (Q1792480) (← links)
• Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
• Change point estimation for a weakly dependent sequence (Q1854702) (← links)
• Some remarks on coupling of dependent random variables (Q1871329) (← links)
• Optimal asymptotic quadratic errors of density estimators on random fields. (Q1871339) (← links)
• The functional central limit theorem under the strong mixing condition (Q1872529) (← links)
• Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples (Q1951694) (← links)
• A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data (Q1951986) (← links)
• Recursive nonparametric regression estimation for dependent strong mixing functional data (Q2023475) (← links)
• Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data (Q2043739) (← links)
• A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests (Q2044382) (← links)
• Asymptotic normality of the relative error regression function estimator for censored and time series data (Q2076957) (← links)
• Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems (Q2091528) (← links)
• An almost sure invariance principle for some classes of non-stationary mixing sequences (Q2105397) (← links)
• Generalized ordinal patterns allowing for ties and their applications in hydrology (Q2129611) (← links)
• Iterated invariance principle for slowly mixing dynamical systems (Q2155538) (← links)
• Large deviations for dynamical systems with stretched exponential decay of correlations (Q2178383) (← links)
• Nonparametric discrimination of areal functional data (Q2180263) (← links)
• Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
• Asymptotic normality of conditional density estimation in the single index model for functional time series data (Q2231033) (← links)
• On the conditional density estimation for continuous time processes with values in functional spaces (Q2244590) (← links)
• On the nonparametric conditional density and mode estimates in the single functional index model with strongly mixing data (Q2257034) (← links)
• A renewal approach to Markovian \(U\)-statistics (Q2261896) (← links)
• Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series (Q2276175) (← links)
• Strong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorship (Q2283648) (← links)
• Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data (Q2322055) (← links)
• Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields (Q2326536) (← links)