Pages that link to "Item:Q797249"

The following pages link to Asymptotic normality, strong mixing and spectral density estimates (Q797249):

Displaying 41 items.

• Fourier analysis of stationary time series in function space (Q355089) (← links)
• Note on the uniform convergence of density estimates for mixing random variables (Q578794) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Asymptotic normality of cumulant spectral estimates (Q753370) (← links)
• Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate (Q808125) (← links)
• Integrated consistency of smoothed probability density estimators for stationary sequences (Q914286) (← links)
• Nonparametric density and regression estimation for Markov sequences without mixing assumptions (Q914287) (← links)
• Empirical likelihood estimation of discretely sampled processes of OU type (Q1041558) (← links)
• Almost sure convergence of recursive density estimators for stationary mixing processes (Q1094772) (← links)
• Nonparameteric estimation in mixing sequences of random variables (Q1111283) (← links)
• On the spectral density and asymptotic normality of weakly dependent random fields (Q1187529) (← links)
• Nonparametric prediction by conditional median and quantiles (Q1410280) (← links)
• Functional density estimation of the transition operator of a discrete-time Markov process. (Q1608734) (← links)
• Geometric ergodicity of affine processes on cones (Q2182630) (← links)
• Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929) (← links)
• Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724) (← links)
• Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
• Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions (Q2807637) (← links)
• Nonlinear spectral density estimation: thresholding the correlogram (Q2931588) (← links)
• (Q3077424) (← links)
• ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES (Q3580639) (← links)
• SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA (Q3696350) (← links)
• (Q3799404) (← links)
• Normalité asymptotique de l'estimateur par polynômes locaux de la densité et ses dérivées pour des processus réels et mélangeants (Q4260080) (← links)
• BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION (Q4324817) (← links)
• On estimating linear functional of the covariance function of a stationary process (Q4371842) (← links)
• ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES (Q4599615) (← links)
• The Hybrid Wild Bootstrap for Time Series (Q4648552) (← links)
• Limit theorems for iterated random functions (Q4819468) (← links)
• Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data (Q4973948) (← links)
• HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES (Q5199496) (← links)
• (Q5367743) (← links)
• ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS (Q5371156) (← links)
• Inference about long run canonical correlations (Q5397941) (← links)
• Spectral Inference under Complex Temporal Dynamics (Q5881071) (← links)
• On mixing conditions in proving the asymptotical normality for harmonic crystals (Q6059282) (← links)
• Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain (Q6135335) (← links)
• Inheritance of strong mixing and weak dependence under renewal sampling (Q6159621) (← links)
• Asymptotic spectral theory for spatial data (Q6170742) (← links)
• Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices (Q6183694) (← links)
• Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis (Q6567938) (← links)