Pages that link to "Item:Q2448724"
From MaRDI portal
The following pages link to Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724):
Displaying 11 items.
- Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
- On inference validity of weighted U-statistics under data heterogeneity (Q1786572) (← links)
- Functional weak limit theorem for a local empirical process of non-stationary time series and its application (Q2174984) (← links)
- Exponential inequalities for dependent V-statistics via random Fourier features (Q2184627) (← links)
- Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724) (← links)
- Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes (Q5111781) (← links)
- Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) (← links)
- Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations (Q6068845) (← links)
- Frequency Detection and Change Point Estimation for Time Series of Complex Oscillation (Q6631695) (← links)
- Tractably modelling dependence in networks beyond exchangeability (Q6632619) (← links)
- Simultaneous statistical inference for second order parameters of time series under weak conditions (Q6656624) (← links)
