Pages that link to "Item:Q647180"

The following pages link to Asymptotic theory for stationary processes (Q647180):

Displaying 50 items.

• Limit theorems for weighted Bernoulli random fields under Hannan's condition (Q271857) (← links)
• A unified approach to self-normalized block sampling (Q288844) (← links)
• Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
• An invariance principle for fractional Brownian sheets (Q482790) (← links)
• Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709) (← links)
• Stability and asymptotics for autoregressive processes (Q502835) (← links)
• Monitoring multivariate time series (Q511999) (← links)
• On weak dependence conditions: the case of discrete valued processes (Q712525) (← links)
• Asymptotic theory for curve-crossing analysis (Q886113) (← links)
• An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
• Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence (Q1428297) (← links)
• Gaussian approximation for high dimensional vector under physical dependence (Q1708978) (← links)
• Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
• Variable screening for high dimensional time series (Q1746535) (← links)
• Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
• Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
• High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
• Empirical process theory for locally stationary processes (Q2073222) (← links)
• Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean (Q2131251) (← links)
• Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
• Multivariate count autoregression (Q2278669) (← links)
• Time series modeling on dynamic networks (Q2283569) (← links)
• Covariance and precision matrix estimation for high-dimensional time series (Q2443210) (← links)
• Komlós-Major-Tusnády approximation under dependence (Q2447341) (← links)
• Sieve inference on possibly misspecified semi-nonparametric time series models (Q2512629) (← links)
• Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs (Q2633514) (← links)
• Structural inference in sparse high-dimensional vector autoregressions (Q2697986) (← links)
• A note on the behaviour of nonparametric density and spectral density estimators at zero points of their support (Q2789388) (← links)
• Invariance principles for self-similar set-indexed random fields (Q3190936) (← links)
• Further results on ASTA for general stationary processes and related problems (Q3350401) (← links)
• Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes (Q3388496) (← links)
• (Q3803917) (← links)
• Asymptotic Theory for Estimators of High-Order Statistics of Stationary Processes (Q4682812) (← links)
• Simultaneous inference for autocovariances based on autoregressive sieve bootstrap (Q5012852) (← links)
• (Q5054656) (← links)
• Nonlinear system theory: Another look at dependence (Q5385851) (← links)
• Performance bounds for parameter estimates of high-dimensional linear models with correlated errors (Q5965327) (← links)
• Comments on: Some recent theory for autoregressive count time series (Q5970627) (← links)
• Robust Two-Step Wavelet-Based Inference for Time Series Models (Q6110716) (← links)
• Mean stationarity test in time series: a signal variance-based approach (Q6120834) (← links)
• ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES (Q6145541) (← links)
• Asymptotic spectral theory for spatial data (Q6170742) (← links)
• Change point analysis of functional variance function with stationary error (Q6536695) (← links)
• Inference in coarsened time series via generalized method of moments (Q6604031) (← links)
• Change-point inference in high-dimensional regression models under temporal dependence (Q6608677) (← links)
• Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation (Q6620845) (← links)
• Targeting Predictors Via Partial Distance Correlation With Applications to Financial Forecasting (Q6620922) (← links)
• A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests (Q6626241) (← links)