Pages that link to "Item:Q3268545"
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The following pages link to Some Limit Theorems for Random Functions. I (Q3268545):
Displaying 50 items.
- Asymptotic normality of conditional density estimation with left-truncated and dependent data (Q259648) (← links)
- A parametric bootstrap test for cycles (Q265115) (← links)
- Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
- Absolute regularity and Brillinger-mixing of stationary point processes (Q383672) (← links)
- Kernel estimation of conditional density with truncated, censored and dependent data (Q391797) (← links)
- Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors (Q391889) (← links)
- Empirical likelihood for longitudinal partially linear model with \(\alpha\)-mixing errors (Q394452) (← links)
- A conditional independence test for dependent data based on maximal conditional correlation (Q413769) (← links)
- Ergodicity and stability of the conditional distributions of nondegenerate Markov chains (Q453244) (← links)
- Strong mixing properties of max-infinitely divisible random fields (Q454868) (← links)
- Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes (Q497762) (← links)
- Empirical likelihood for semi-varying coefficient models for panel data with fixed effects (Q530374) (← links)
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters (Q530987) (← links)
- Convergence of a recursive robust algorithm with strongly regular observations (Q584871) (← links)
- Limit theorem for random walk in weakly dependent random scenery (Q629792) (← links)
- Wavelet estimation of conditional density with truncated, censored and dependent data (Q631610) (← links)
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- Optimal model selection for density estimation of stationary data under various mixing condi\-tions (Q651014) (← links)
- A Bernstein type inequality and moderate deviations for weakly dependent sequences (Q662816) (← links)
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
- Estimating the parameters of rare events (Q756321) (← links)
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
- A limitation of Markov representation for stationary processes (Q797215) (← links)
- An empirical central limit theorem for dependent sequences (Q873610) (← links)
- Estimating beta-mixing coefficients via histograms (Q902219) (← links)
- Nonparametric estimation of Mark's distribution of an exponential shot-noise process (Q906306) (← links)
- Asymptotic properties of conditional quantile estimator for censored dependent observations (Q907099) (← links)
- Some new maximal inequalities (Q952876) (← links)
- Asymptotic properties of nonparametric M-estimation for mixing functional data (Q958810) (← links)
- Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data (Q962201) (← links)
- Nonparametric density estimation for positive time series (Q962247) (← links)
- Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations (Q976952) (← links)
- Nonparametric regression estimation with general parametric error covariance (Q1000563) (← links)
- Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
- A generalization of Hoeffding's lemma, and a new class of covariance inequalities (Q1007352) (← links)
- A vector-valued almost sure invariance principle for hyperbolic dynamical systems (Q1019086) (← links)
- Adaptive density deconvolution with dependent inputs (Q1019531) (← links)
- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data (Q1041059) (← links)
- Empirical distributions in marked point processes (Q1045797) (← links)
- Weak convergence of partial sums of absolutely regular sequences (Q1058228) (← links)
- Some mixing properties of time series models (Q1058250) (← links)
- Multilinear forms and measures of dependence between random variables (Q1071436) (← links)
- On smoothed probability density estimation for stationary processes (Q1073523) (← links)
- Central limit theorems for dependent variables. II (Q1085871) (← links)
- Invariance principles under a two-part mixing assumption (Q1086909) (← links)
- On the exceedance point process for a stationary sequence (Q1089678) (← links)
- On dominations between measures of dependence (Q1092495) (← links)
- A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails (Q1105898) (← links)
- Absolute regularity and functions of Markov chains (Q1167473) (← links)
- Limit theorems for strongly mixing stationary random measures (Q1174263) (← links)
