Pages that link to "Item:Q4850142"
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The following pages link to An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes (Q4850142):
Displaying 48 items.
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- Predicting binary outcomes (Q386939) (← links)
- Approximating class approach for empirical processes of dependent sequences indexed by functions (Q396010) (← links)
- Asymptotics of nonparametric L-1 regression models with dependent data (Q396018) (← links)
- Censored quantile regression processes under dependence and penalization (Q471971) (← links)
- Weak convergence of stationary empirical processes (Q680395) (← links)
- Weighted least squares estimators in possibly misspecified nonlinear regression (Q745319) (← links)
- An empirical central limit theorem for dependent sequences (Q873610) (← links)
- Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences (Q1314306) (← links)
- Set-indexed conditional empirical and quantile processes based on dependent data (Q1599238) (← links)
- Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis (Q1658309) (← links)
- Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
- Some results for empirical processes of locally dependent arrays (Q1856564) (← links)
- The blockwise bootstrap for general empirical processes of stationary sequences (Q1899268) (← links)
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity (Q2000861) (← links)
- On bandwidth selection problems in nonparametric trend estimation under martingale difference errors (Q2073219) (← links)
- Empirical process theory for locally stationary processes (Q2073222) (← links)
- Functional central limit theorems and \(P(\phi )_1\)-processes for the relativistic and non-relativistic Nelson models (Q2189719) (← links)
- A functional non-central limit theorem for multiple-stable processes with long-range dependence (Q2196387) (← links)
- Learning can generate long memory (Q2294508) (← links)
- On weak invariance principles for partial sums (Q2412501) (← links)
- Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence (Q2443204) (← links)
- A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
- Uniform CLT for empirical process (Q2485830) (← links)
- Splines for financial volatility (Q2920261) (← links)
- TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (Q2929840) (← links)
- ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA (Q2937716) (← links)
- Econometric analysis of microscopic simulation models (Q3064019) (← links)
- Optimality of estimators for misspecified semi-Markov models (Q3498582) (← links)
- Robust estimation for order of hidden Markov models based on density power divergences (Q3589953) (← links)
- Testing the Martingale Difference Hypothesis (Q4434414) (← links)
- Moderate deviations in subsampling distribution estimation (Q4517495) (← links)
- Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals (Q4580022) (← links)
- (Q4954627) (← links)
- Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data (Q5033270) (← links)
- A weak convergence result for sequential empirical processes under weak dependence (Q5086477) (← links)
- Misspecified semiparametric model selection with weakly dependent observations (Q5095825) (← links)
- Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises (Q5119414) (← links)
- On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with associated errors (Q5276177) (← links)
- A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) (← links)
- Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk (Q6054399) (← links)
- Variables selection using \(\mathcal{L}_0\) penalty (Q6071717) (← links)
- Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
- A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model (Q6178583) (← links)
- Stochastic Spanning (Q6634889) (← links)
- Estimation of non-smooth non-parametric estimating equations models with dependent data (Q6655921) (← links)
- Statistical inference with regularized optimal transport (Q6663353) (← links)
- Reprint of: Out-of-sample tests for conditional quantile coverage: an application to growth-at-risk (Q6664648) (← links)
