Pages that link to "Item:Q674522"

The following pages link to Weak convergence for weighted empirical processes of dependent sequences (Q674522):

Displaying 50 items.

• Estimation of copula-based semiparametric time series models (Q274894) (← links)
• Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
• Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
• Kernel estimation of conditional density with truncated, censored and dependent data (Q391797) (← links)
• Empirical likelihood for longitudinal partially linear model with \(\alpha\)-mixing errors (Q394452) (← links)
• Asymptotics of nonparametric L-1 regression models with dependent data (Q396018) (← links)
• A note on weighted sums of associated random variables (Q397006) (← links)
• Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes (Q442076) (← links)
• Asymptotic properties for an M-estimator of the regression function with truncation and dependent data (Q457309) (← links)
• Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval (Q476245) (← links)
• Monitoring test for stability of copula parameter in time series (Q488592) (← links)
• Wavelet estimation in varying coefficient models for censored dependent data (Q504497) (← links)
• Semiparametric trending panel data models with cross-sectional dependence (Q528077) (← links)
• A modified functional delta method and its application to the estimation of risk functionals (Q604360) (← links)
• Conditional versions of limit theorems for conditionally associated random variables (Q624584) (← links)
• Weak convergence of stationary empirical processes (Q680395) (← links)
• On the strong convergence rate for positively associated random variables (Q711011) (← links)
• Asymptotics for statistical functionals of long-memory sequences (Q765881) (← links)
• Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences (Q777120) (← links)
• Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
• Weak convergence of empirical processes on sequences of stationary random variables (Q801596) (← links)
• An empirical central limit theorem for dependent sequences (Q873610) (← links)
• A note on weak convergence of the sequential multivariate empirical process under strong mixing (Q895901) (← links)
• Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples (Q902401) (← links)
• Conditional quantile estimation with truncated, censored and dependent data (Q903477) (← links)
• Functional central limit theorem for excursion set volumes of quasi-associated random fields (Q906007) (← links)
• Weak convergence of serial rank statistics under dependence with applications in time series and Markov processes (Q918102) (← links)
• Exponential inequalities for positively associated random variables and applications (Q938432) (← links)
• Notes on the exponential inequalities for strictly stationary and positively associated random variables (Q951080) (← links)
• Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
• Estimating the multivariate extremal index function (Q1002535) (← links)
• Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
• A maximal moment inequality for \(\alpha \)-mixing sequences and its applications (Q1030155) (← links)
• Estimation of total time on test transforms for stationary observations (Q1275928) (← links)
• Central limit theorem for the empirical process of a linear sequence with long memory (Q1304375) (← links)
• The Chibisov-O'Reilly theorem for empirical processes under contiguous measures (Q1314697) (← links)
• Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression (Q1327857) (← links)
• Local M-estimator for nonparametric time series. (Q1423066) (← links)
• Nonparametric estimation equations for time series data. (Q1423228) (← links)
• Weak convergence for empirical processes of associated sequences (Q1592249) (← links)
• Limit theorems for the nonlinear functional of stationary Gaussian processes (Q1599236) (← links)
• Asymptotic properties for LS estimators in EV regression model with dependent errors (Q1635013) (← links)
• On limiting distribution of U-statistics based on associated random variables (Q1686358) (← links)
• Local polynomial estimation of a conditional mean function with dependent truncated data (Q1761551) (← links)
• Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting (Q1861386) (← links)
• Estimation of a two-dimensional distribution function under association (Q1869132) (← links)
• Multivariate probability density estimation for associated processes: Strong consistency and rates. (Q1871223) (← links)
• Weighted approximations of tail processes for \(\beta\)-mixing random variables. (Q1872492) (← links)
• Asymptotics of empirical processes of long memory moving averages with infinite variance. (Q1879517) (← links)
• The periodogram of an i.i.d. sequence. (Q1879538) (← links)