Pages that link to "Item:Q1104632"

The following pages link to Mixing properties of ARMA processes (Q1104632):

Displaying 50 items.

• A note on the validity of cross-validation for evaluating autoregressive time series prediction (Q138202) (← links)
• The uniform consistency of sign estimate for the parameter of an AR(1)-model for observations with outliers (Q255768) (← links)
• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
• Greedy algorithms for prediction (Q265302) (← links)
• A consistent bootstrap test for conditional density functions with time-series data (Q275271) (← links)
• Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
• Strong consistency of the internal estimator of nonparametric regression with dependent data (Q383866) (← links)
• Empirical and sequential empirical copula processes under serial dependence (Q391662) (← links)
• Conditional estimation for dependent functional data (Q391792) (← links)
• Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes (Q408083) (← links)
• Semiparametrically weighted robust estimation of regression models (Q452680) (← links)
• On the adaptive wavelet deconvolution of a density for strong mixing sequences (Q457615) (← links)
• Regularized least-squares regression: learning from a sequence (Q645620) (← links)
• Comments on ``Unbiased estimates for moments and cumulants in linear regression'' (Q665069) (← links)
• Wavelet density estimation for mixing and size-biased data (Q824692) (← links)
• Estimating beta-mixing coefficients via histograms (Q902219) (← links)
• Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes) (Q918565) (← links)
• On resampling and uncertainty estimation in linear system identification (Q980906) (← links)
• Functional semiparametric partially linear model with autoregressive errors (Q1049535) (← links)
• Some mixing properties of time series models (Q1058250) (← links)
• A note on strong mixing of ARMA processes (Q1078909) (← links)
• On residual sums of squares in non-parametric autoregression (Q1313134) (← links)
• \(M\)-type regression splines involving time series (Q1360970) (← links)
• A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742) (← links)
• An improved method for forecasting spare parts demand using extreme value theory (Q1753565) (← links)
• Efficient estimation of the mode of continuous multivariate data (Q1800069) (← links)
• Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
• Asymptotic properties in partial linear models under dependence (Q1872842) (← links)
• Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes (Q1950896) (← links)
• Regression estimation under strong mixing data (Q2000739) (← links)
• Optimal change-point estimation in time series (Q2054501) (← links)
• Empirical process theory for locally stationary processes (Q2073222) (← links)
• Wilks' theorem for semiparametric regressions with weakly dependent data (Q2073705) (← links)
• An asymptotic test for constancy of the variance under short-range dependence (Q2073717) (← links)
• Nonparametric estimation for stationary and strongly mixing processes on Riemannian manifolds (Q2100129) (← links)
• Learning rate of distribution regression with dependent samples (Q2171946) (← links)
• Dependent microstructure noise and integrated volatility estimation from high-frequency data (Q2182144) (← links)
• Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences (Q2306884) (← links)
• Wavelet regression estimations with strong mixing data (Q2324281) (← links)
• Testing hypotheses on the ``drift'' of parameters in ARMA and ARCH models (Q2439211) (← links)
• Missing observations in observation-driven time series models (Q2658759) (← links)
• Mixing properties of Banach valued autoregressive processes (Q2748300) (← links)
• Bridge estimation for linear regression models with mixing properties (Q2802877) (← links)
• (Q3129793) (← links)
• A NONPARAMETRIC ESTIMATOR FOR THE COVARIANCE FUNCTION OF FUNCTIONAL DATA (Q3465607) (← links)
• Root-n-consistent estimation of partially linear time series models (Q3836400) (← links)
• On goodness-of-fit tests for weakly dependent processes using kernel method (Q3836406) (← links)
• THE NUMBER OF PEAKS IN A STATIONARY SAMPLE AND ORTHANT PROBABILITIES (Q4319839) (← links)
• Estimating tail decay for stationary sequences via extreme values (Q4464172) (← links)
• Testing in partial linear regression models with dependent errors (Q4709839) (← links)