Pages that link to "Item:Q1322927"

The following pages link to Covariance inequalities for strongly mixing processes (Q1322927):

Displaying 50 items.

• Detection of multiple changes in a sequence of dependent variables (Q120317) (← links)
• Central limit theorems and uniform laws of large numbers for arrays of random fields (Q302166) (← links)
• On the asymptotic normality of frequency polygons for strongly mixing spatial processes (Q376706) (← links)
• Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields (Q453773) (← links)
• Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data (Q645527) (← links)
• Weak convergence for weighted empirical processes of dependent sequences (Q674522) (← links)
• Covariance inequalities (Q704267) (← links)
• The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables (Q732151) (← links)
• Copula estimation through wavelets (Q783265) (← links)
• Least-square estimation for regression on random designs for absolutely regular observations (Q1284581) (← links)
• Functional estimation for time series: Uniform convergence properties (Q1299530) (← links)
• A note on mixing properties of certain associated processes (Q1307398) (← links)
• Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences (Q1314306) (← links)
• Central limit theorem for linear processes (Q1356349) (← links)
• A covariance inequality under a two-part dependence assumption (Q1359746) (← links)
• A new weak dependence condition and applications to moment inequalities (Q1613665) (← links)
• The functional central limit theorem under the strong mixing condition (Q1872529) (← links)
• The law of the iterated logarithm for empirical processes under absolute regularity (Q1890745) (← links)
• On the central limit theorem for \(U\)-statistics under absolute regularity (Q1903169) (← links)
• Weak convergence of stochastic processes indexed by smooth functions (Q1915849) (← links)
• Bounds for \(r\)th order joint cumulant under \(r\)th order strong mixing (Q1962241) (← links)
• Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes (Q1969138) (← links)
• Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables (Q1973314) (← 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)
• A new framework for distance and kernel-based metrics in high dimensions (Q2074298) (← links)
• Nonparametric estimation for stationary and strongly mixing processes on Riemannian manifolds (Q2100129) (← links)
• Change-point detection based on weighted two-sample U-statistics (Q2136629) (← links)
• A new CLT for additive functionals of Markov chains (Q2196383) (← links)
• Modeling of time series using random forests: theoretical developments (Q2209824) (← links)
• On a class of recursive estimators for spatially dependent observations (Q2233584) (← links)
• Functional CLT for nonstationary strongly mixing processes (Q2288740) (← links)
• On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data (Q2301049) (← links)
• Normal approximation for associated point processes via Stein's method with applications to determinantal point processes (Q2325926) (← links)
• High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
• A multilinear form inequality (Q2370527) (← links)
• On local linear regression for strongly mixing random fields (Q2400820) (← links)
• Mixing properties and central limit theorem for associated point processes (Q2419655) (← links)
• Consistency of the mean and the principal components of spatially distributed functional data (Q2435212) (← links)
• Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
• A new covariance inequality and applications. (Q2574576) (← links)
• The conditional central limit theorem in Hilbert spaces. (Q2574610) (← links)
• Probability and moment inequalities for weakly dependent double-indexed random variables (Q2784987) (← links)
• About the Lindeberg method for strongly mixing sequences (Q3127362) (← links)
• Exponential inequalities and functional central limit theorems for random fields (Q4534856) (← links)
• The asymptotic distribution of CUSUM estimator based on <i>α</i>-mixing sequences (Q5042194) (← links)
• RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT (Q5349016) (← links)
• Strong invariance principles for ergodic Markov processes (Q6200877) (← links)
• On the quenched CLT for stationary Markov chains (Q6204796) (← links)
• Moment inequalities for sums of weakly dependent random fields (Q6565333) (← links)