Pages that link to "Item:Q3668575"

The following pages link to On U-statistics and v. mise? statistics for weakly dependent processes (Q3668575):

Displaying 50 items.

• A consistent bootstrap test for conditional density functions with time-series data (Q275271) (← links)
• Self-intersections in combinatorial topology: statistical structure (Q421024) (← links)
• Limit theorems for von Mises statistics of a measure preserving transformation (Q466892) (← links)
• Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales (Q473167) (← links)
• Identification of nonlinear VAR models using general conditional independence graphs (Q537482) (← links)
• Multivariate causality tests with simulation and application (Q553011) (← links)
• Multivariate linear and nonlinear causality tests (Q609070) (← links)
• Comparison study of AR models on the Canadian lynx data: A close look at BDS statistic (Q671341) (← links)
• A comparative study on a permutation statistic (Q713644) (← links)
• Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes (Q742469) (← links)
• Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location (Q764479) (← links)
• Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes (Q853838) (← links)
• Central limit theorem of the smoothed empirical distribution functions for asymptotically stationary absolutely regular stochastic processes (Q936987) (← links)
• A new statistic and practical guidelines for nonparametric Granger causality testing (Q959641) (← links)
• Multilinear forms and measures of dependence between random variables (Q1071436) (← links)
• Identical mixing rates (Q1074946) (← links)
• A note on invariance principles for v. Mises' statistics (Q1086933) (← links)
• Rigorous statistical procedures for data from dynamical systems (Q1104024) (← links)
• Invariance principles for U-statistics and von Mises functionals (Q1121612) (← links)
• On \(U\)-statistics and von Mises statistics for a special class of Markov chains (Q1194006) (← links)
• Empirical U-statistics processes (Q1200626) (← links)
• On Berry-Esséen rates for \(m\)-dependent \(U\)-statistics (Q1272997) (← links)
• A consistent nonparametric test for serial independence (Q1298443) (← links)
• Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series (Q1298462) (← links)
• Linearity testing using local polynomial approximation (Q1299548) (← links)
• Towards a nonparametric test of linearity for times series (Q1299551) (← links)
• Consistent model specification tests for time series econometric models (Q1302761) (← links)
• Consistency of the Takens estimator for the correlation dimension (Q1305413) (← links)
• On residual sums of squares in non-parametric autoregression (Q1313134) (← links)
• Statistical tests for deterministic effects in broad band time series (Q1325875) (← links)
• Semiparametric estimation from time series with long-range dependence (Q1341199) (← links)
• Weak convergence of weighted multivariate empirical U-statistics processes under mixing condition (Q1360969) (← links)
• U-statistics on associated random variables (Q1417790) (← links)
• A generalized BDS statistic (Q1780880) (← links)
• Nonparametric tests for conditional symmetry (Q1792455) (← links)
• Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes (Q1824931) (← links)
• On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series. (Q1871331) (← links)
• On weighted \(U\)-statistics for stationary processes. (Q1879839) (← links)
• The strong law of \(U\)-statistics with \(\varphi\)-mixing samples (Q1892972) (← links)
• On the central limit theorem for \(U\)-statistics under absolute regularity (Q1903169) (← links)
• A new estimator for information dimension with standard errors and confidence intervals (Q1965875) (← links)
• Normal approximation for U- and V-statistics of a stationary absolutely regular sequence (Q2182250) (← links)
• Exponential inequalities for dependent V-statistics via random Fourier features (Q2184627) (← links)
• Fluctuations of ergodic sums on periodic orbits under specification (Q2187866) (← links)
• A renewal approach to Markovian \(U\)-statistics (Q2261896) (← links)
• Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences (Q2335548) (← links)
• A \(U\)-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting (Q2434134) (← links)
• Statistical regularities of self-intersection counts for geodesics on negatively curved surfaces (Q2450926) (← links)
• Inference for performance measures for financial assets (Q2515379) (← links)
• Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models (Q2691757) (← links)