Pages that link to "Item:Q2968755"
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The following pages link to Asymptotic Theory of Weakly Dependent Random Processes (Q2968755):
Displaying 50 items.
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- A bound of the \(\beta\)-mixing coefficient for point processes in terms of their intensity functions (Q1726925) (← links)
- Stable limits for Markov chains via the principle of conditioning (Q1986005) (← links)
- Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
- Correlation bounds, mixing and \(m\)-dependence under random time-varying network distances with an application to Cox-processes (Q2040084) (← links)
- Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions (Q2044321) (← links)
- Correction to: ``How linear reinforcement affects Donsker's theorem for empirical processes'' (Q2052700) (← links)
- Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence (Q2073208) (← links)
- Empirical process theory for locally stationary processes (Q2073222) (← links)
- Mixing properties of non-stationary INGARCH(1, 1) processes (Q2073232) (← links)
- Concentration inequalities for suprema of unbounded empirical processes (Q2077176) (← links)
- Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
- Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk (Q2083865) (← links)
- The asymptotic distributions of the largest entries of sample correlation matrices under an \(\alpha\)-mixing assumption (Q2106858) (← links)
- Invariance principles and log-distance of F-KPP fronts in a random medium (Q2112015) (← links)
- Change-point detection based on weighted two-sample U-statistics (Q2136629) (← links)
- Marked point processes and intensity ratios for limit order book modeling (Q2166017) (← links)
- Exponential inequalities for nonstationary Markov chains (Q2178936) (← links)
- A new CLT for additive functionals of Markov chains (Q2196383) (← links)
- Change-point methods for multivariate time-series: paired vectorial observations (Q2208372) (← links)
- How linear reinforcement affects Donsker's theorem for empirical processes (Q2210751) (← links)
- Heterogeneous structural breaks in panel data models (Q2224988) (← links)
- Implementable coupling of Lévy process and Brownian motion (Q2239264) (← links)
- About the rate function in concentration inequalities for suprema of bounded empirical processes (Q2274265) (← links)
- Functional CLT for nonstationary strongly mixing processes (Q2288740) (← links)
- Commercial and residential mortgage defaults: spatial dependence with frailty (Q2323366) (← links)
- Partial quasi-likelihood analysis (Q2329845) (← links)
- A functional central limit theorem on non-stationary random fields with nested spatial structure (Q2694809) (← links)
- (Quasi)additivity properties of the Legendre--Fenchel transform and its inverse, with applications in probability (Q4604052) (← links)
- Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (Q4958550) (← links)
- Rates in almost sure invariance principle for quickly mixing dynamical systems (Q4959703) (← links)
- Large deviations and central limit theorems for sequential and random systems of intermittent maps (Q5005960) (← links)
- On Kolmogorov’s converse inequality for dependent random variables (Q5005985) (← links)
- Functional limit theorems for Volterra processes and applications to homogenization* (Q5062135) (← links)
- Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case (Q5064925) (← links)
- Testing Kendall's <i>τ</i> for a large class of dependent sequences (Q5119171) (← links)
- Estimation of the limit variance for sums under a new weak dependence condition (Q5147565) (← links)
- Analyzing order flows in limit order books with ratios of Cox-type intensities (Q5215440) (← links)
- On the rate of convergence for the length of the longest common subsequences in hidden Markov models (Q5226258) (← links)
- Robust inference in conditionally heteroskedastic autoregressions (Q5860968) (← links)
- Strong mixing properties of discrete-valued time series with exogenous covariates (Q6044255) (← links)
- Quadratic transportation cost in the conditional central limit theorem for dependent sequences (Q6047217) (← links)
- (Un-)bounded transition fronts for the parabolic Anderson model and the randomized F-KPP equation (Q6104029) (← links)
- Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations (Q6115250) (← links)
- Estimation and inference in adaptive learning models with slowly decreasing gains (Q6134627) (← links)
- Temporally local maximum likelihood with application to SIS model (Q6140374) (← links)
- Optimal covariance matrix estimation for high-dimensional noise in high-frequency data (Q6150511) (← links)
- Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays (Q6157002) (← links)
- Invariance principle for the maximal position process of branching Brownian motion in random environment (Q6164931) (← links)
- Convergence rate for geometric statistics of point processes having fast decay of dependence (Q6165985) (← links)
