Pages that link to "Item:Q4194181"

The following pages link to Moment bounds for stationary mixing sequences (Q4194181):

Displaying 50 items.

• Bootstrapping INAR models (Q61791) (← links)
• Panel data analysis with heterogeneous dynamics (Q130132) (← links)
• Some conditional results for conditionally strong mixing sequences of random variables (Q365815) (← links)
• A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models (Q376708) (← links)
• Invariance principles in Besov spaces, Gaussian processes and long-range dependence (Q384773) (← links)
• Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations (Q395952) (← links)
• The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences (Q397205) (← links)
• Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
• Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
• Spectral estimation of the Lévy density in partially observed affine models (Q544516) (← links)
• Jackknife-blockwise empirical likelihood methods under dependence (Q643294) (← links)
• Weak convergence for weighted empirical processes of dependent sequences (Q674522) (← links)
• Limit theorems for queueing systems with doubly stochastic Poisson arrivals (heavy traffic conditions) (Q734276) (← links)
• Bootstrapping the empirical distribution function of a spatial process (Q882912) (← links)
• An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables (Q910095) (← links)
• Estimation of the moments of weighted sums for mixing processes (Q920469) (← links)
• Spectral density estimation for linear processes with dependent innovations (Q945811) (← links)
• Exponential inequalities for associated random variables and strong laws of large numbers (Q995714) (← links)
• A maximal moment inequality for \(\alpha \)-mixing sequences and its applications (Q1030155) (← links)
• The convergence of moments in the central limit theorem for stationary phi-mixing processes (Q1055084) (← links)
• Convergence rates in the strong law for bounded mixing sequences (Q1072219) (← links)
• Invariance principles under weak dependence (Q1082711) (← links)
• Central limit theorems for dependent variables. II (Q1085871) (← links)
• Moment inequalities and the central limit theorem for integrals of random fields with mixing (Q1110910) (← links)
• On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient (Q1194593) (← links)
• On the sample variance of linear statistics derived from mixing sequences (Q1208962) (← links)
• A note on moment bounds for strong mixing sequences (Q1209471) (← links)
• Weak convergence in \(L^p(0,1)\) of the uniform empirical process under dependence (Q1273018) (← links)
• Asymptotic normality for density kernel estimators in discrete and continuous time (Q1283848) (← links)
• Estimation of an autoregressive semiparametric model with exogenous variables (Q1299534) (← links)
• Bootstrapping the sample means for stationary mixing sequences (Q1313135) (← links)
• Random central limit theorem for the linear process generated by a strong mixing process (Q1373989) (← links)
• The bootstrap for empirical processes based on stationary observations (Q1382489) (← links)
• A stochastic model for evolution of sociality in insects. (Q1427682) (← links)
• A new weak dependence condition and applications to moment inequalities (Q1613665) (← links)
• Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes (Q1621717) (← links)
• Large-sample normality of the batch-means variance estimator (Q1866993) (← links)
• Moment bounds for mixing random variables useful in nonparametric function estimation (Q1890730) (← links)
• The blockwise bootstrap for general empirical processes of stationary sequences (Q1899268) (← links)
• Consistency of minimum description length model selection for piecewise stationary time series models (Q1951119) (← links)
• On the asymptotic variance of the continuous-time kernel density estimator (Q1962167) (← links)
• Non-stationary almost sure invariance principle for hyperbolic systems with singularities (Q1990116) (← links)
• Convergence rates of wavelet density estimators for strongly mixing samples (Q2043541) (← links)
• Capacity of the range of tree-indexed random walk (Q2170353) (← links)
• Nuisance-parameter-free changepoint detection in non-stationary series (Q2195742) (← links)
• Change-point methods for multivariate time-series: paired vectorial observations (Q2208372) (← links)
• Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment (Q2208374) (← links)
• Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes (Q2280023) (← links)
• Wavelet regression estimations with strong mixing data (Q2324281) (← links)
• Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions (Q2330964) (← links)