Bravo, Francesco Local polynomial estimation of nonparametric general estimating equations. (English) Zbl 1524.62142 Stat. Probab. Lett. 197, Article ID 109805, 8 p. (2023). MSC: 62G05 62M10 62G07 62G20 PDFBibTeX XMLCite \textit{F. Bravo}, Stat. Probab. Lett. 197, Article ID 109805, 8 p. (2023; Zbl 1524.62142) Full Text: DOI
Maillot, Bertrand; Chesneau, Christophe On the conditional density estimation for continuous time processes with values in functional spaces. (English) Zbl 1473.62122 Stat. Probab. Lett. 178, Article ID 109179, 5 p. (2021). MSC: 62G07 62C05 62E20 PDFBibTeX XMLCite \textit{B. Maillot} and \textit{C. Chesneau}, Stat. Probab. Lett. 178, Article ID 109179, 5 p. (2021; Zbl 1473.62122) Full Text: DOI
Debaly, Zinsou Max; Truquet, Lionel A note on the stability of multivariate non-linear time series with an application to time series of counts. (English) Zbl 1473.62304 Stat. Probab. Lett. 179, Article ID 109196, 7 p. (2021). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{Z. M. Debaly} and \textit{L. Truquet}, Stat. Probab. Lett. 179, Article ID 109196, 7 p. (2021; Zbl 1473.62304) Full Text: DOI
Wu, Yi; Yu, Wei; Wang, Xuejun; Shen, Aiting The rate of complete consistency for recursive probability density estimator under strong mixing samples. (English) Zbl 1473.62130 Stat. Probab. Lett. 176, Article ID 109130, 13 p. (2021). MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{Y. Wu} et al., Stat. Probab. Lett. 176, Article ID 109130, 13 p. (2021; Zbl 1473.62130) Full Text: DOI
Kengne, William Strongly consistent model selection for general causal time series. (English) Zbl 1461.62155 Stat. Probab. Lett. 171, Article ID 109000, 7 p. (2021). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{W. Kengne}, Stat. Probab. Lett. 171, Article ID 109000, 7 p. (2021; Zbl 1461.62155) Full Text: DOI arXiv
Xiong, Xianzhu; Ou, Meijuan; Chen, Ailian Reweighted Nadaraya-Watson estimation of conditional density function in the right-censored model. (English) Zbl 1456.62233 Stat. Probab. Lett. 168, Article ID 108933, 7 p. (2021). MSC: 62N02 62N01 62G05 62G07 PDFBibTeX XMLCite \textit{X. Xiong} et al., Stat. Probab. Lett. 168, Article ID 108933, 7 p. (2021; Zbl 1456.62233) Full Text: DOI
Beran, Jan; Sabzikar, Farzad; Surgailis, Donatas; Telkmann, Klaus On the empirical process of tempered moving averages. (English) Zbl 1456.62181 Stat. Probab. Lett. 167, Article ID 108902, 10 p. (2020). MSC: 62M10 62G20 60F17 PDFBibTeX XMLCite \textit{J. Beran} et al., Stat. Probab. Lett. 167, Article ID 108902, 10 p. (2020; Zbl 1456.62181) Full Text: DOI
Merlevède, Florence; Peligrad, Magda Functional CLT for nonstationary strongly mixing processes. (English) Zbl 1471.60044 Stat. Probab. Lett. 156, Article ID 108581, 10 p. (2020). Reviewer: Martin Wendler (Greifswald) MSC: 60F17 60G48 PDFBibTeX XMLCite \textit{F. Merlevède} and \textit{M. Peligrad}, Stat. Probab. Lett. 156, Article ID 108581, 10 p. (2020; Zbl 1471.60044) Full Text: DOI
Aknouche, Abdelhakim; Demmouche, Nacer Ergodicity conditions for a double mixed Poisson autoregression. (English) Zbl 1450.62107 Stat. Probab. Lett. 147, 6-11 (2019). MSC: 62M10 62M02 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{N. Demmouche}, Stat. Probab. Lett. 147, 6--11 (2019; Zbl 1450.62107) Full Text: DOI Link
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Intermittency of trawl processes. (English) Zbl 1406.60052 Stat. Probab. Lett. 137, 235-242 (2018). MSC: 60G10 60E07 60G18 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Stat. Probab. Lett. 137, 235--242 (2018; Zbl 1406.60052) Full Text: DOI arXiv
Jakubowski, Adam; Truszczyński, Patryk Quenched phantom distribution functions for Markov chains. (English) Zbl 1396.60081 Stat. Probab. Lett. 137, 79-83 (2018). MSC: 60J05 60G70 60F05 PDFBibTeX XMLCite \textit{A. Jakubowski} and \textit{P. Truszczyński}, Stat. Probab. Lett. 137, 79--83 (2018; Zbl 1396.60081) Full Text: DOI arXiv
Aknouche, Abdelhakim; Bentarzi, Wissam; Demouche, Nacer On periodic ergodicity of a general periodic mixed Poisson autoregression. (English) Zbl 1440.62327 Stat. Probab. Lett. 134, 15-21 (2018). MSC: 62M10 62J05 60G55 PDFBibTeX XMLCite \textit{A. Aknouche} et al., Stat. Probab. Lett. 134, 15--21 (2018; Zbl 1440.62327) Full Text: DOI Link
El Kolei, Salima; Pelgrin, Florian Parametric inference of autoregressive heteroscedastic models with errors in variables. (English) Zbl 1457.62259 Stat. Probab. Lett. 130, 63-70 (2017). MSC: 62M10 62M05 62F10 62F12 62J02 PDFBibTeX XMLCite \textit{S. El Kolei} and \textit{F. Pelgrin}, Stat. Probab. Lett. 130, 63--70 (2017; Zbl 1457.62259) Full Text: DOI
Coeurjolly, Jean-François; Porcu, Emilio Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion. (English) Zbl 1379.60044 Stat. Probab. Lett. 128, 21-27 (2017). MSC: 60G22 60G18 62F12 PDFBibTeX XMLCite \textit{J.-F. Coeurjolly} and \textit{E. Porcu}, Stat. Probab. Lett. 128, 21--27 (2017; Zbl 1379.60044) Full Text: DOI
Soja-Kukieła, Natalia Asymptotics of the order statistics for a process with a regenerative structure. (English) Zbl 1418.60047 Stat. Probab. Lett. 131, 108-115 (2017). MSC: 60G70 60K99 60J05 PDFBibTeX XMLCite \textit{N. Soja-Kukieła}, Stat. Probab. Lett. 131, 108--115 (2017; Zbl 1418.60047) Full Text: DOI arXiv
Arvanitis, Stelios A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations. (English) Zbl 1379.60035 Stat. Probab. Lett. 126, 198-204 (2017). MSC: 60F17 60G51 62M10 62M07 PDFBibTeX XMLCite \textit{S. Arvanitis}, Stat. Probab. Lett. 126, 198--204 (2017; Zbl 1379.60035) Full Text: DOI
Cui, Yunwei; Zheng, Qi Conditional maximum likelihood estimation for a class of observation-driven time series models for count data. (English) Zbl 1417.62241 Stat. Probab. Lett. 123, 193-201 (2017). MSC: 62M10 62F12 62M09 PDFBibTeX XMLCite \textit{Y. Cui} and \textit{Q. Zheng}, Stat. Probab. Lett. 123, 193--201 (2017; Zbl 1417.62241) Full Text: DOI
Zhou, Xing-cai; Xu, Ying-zhi; Lin, Jin-guan Wavelet estimation in varying coefficient models for censored dependent data. (English) Zbl 1463.62296 Stat. Probab. Lett. 122, 179-189 (2017). MSC: 62N01 62N02 62G07 42C40 PDFBibTeX XMLCite \textit{X.-c. Zhou} et al., Stat. Probab. Lett. 122, 179--189 (2017; Zbl 1463.62296) Full Text: DOI
Cui, Yunwei; Wu, Rongning On conditional maximum likelihood estimation for INGARCH\((p,q)\) models. (English) Zbl 1351.62163 Stat. Probab. Lett. 118, 1-7 (2016). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{Y. Cui} and \textit{R. Wu}, Stat. Probab. Lett. 118, 1--7 (2016; Zbl 1351.62163) Full Text: DOI
Weiß, Christian H.; Schweer, Sebastian Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes. (English) Zbl 1419.62253 Stat. Probab. Lett. 112, 124-130 (2016). MSC: 62M10 62F12 62M05 60F05 PDFBibTeX XMLCite \textit{C. H. Weiß} and \textit{S. Schweer}, Stat. Probab. Lett. 112, 124--130 (2016; Zbl 1419.62253) Full Text: DOI
Okolewski, A.; Kaluszka, M. Stability of expected \(L\)-statistics against weak dependence of observations. (English) Zbl 1398.62119 Stat. Probab. Lett. 106, 157-164 (2015). MSC: 62G30 62G05 PDFBibTeX XMLCite \textit{A. Okolewski} and \textit{M. Kaluszka}, Stat. Probab. Lett. 106, 157--164 (2015; Zbl 1398.62119) Full Text: DOI
Kang, Jiwon; Song, Junmo Robust parameter change test for Poisson autoregressive models. (English) Zbl 1356.62142 Stat. Probab. Lett. 104, 14-21 (2015). MSC: 62M10 62G20 62G35 62M07 PDFBibTeX XMLCite \textit{J. Kang} and \textit{J. Song}, Stat. Probab. Lett. 104, 14--21 (2015; Zbl 1356.62142) Full Text: DOI
Ekström, Magnus A general central limit theorem for strong mixing sequences. (English) Zbl 1317.60018 Stat. Probab. Lett. 94, 236-238 (2014). Reviewer: Tae Il Jeon (Taejon) MSC: 60F05 PDFBibTeX XMLCite \textit{M. Ekström}, Stat. Probab. Lett. 94, 236--238 (2014; Zbl 1317.60018) Full Text: DOI
El Ktaibi, Farid; Gail Ivanoff, B.; Weber, Neville C. Bootstrapping the empirical distribution of a linear process. (English) Zbl 1463.62127 Stat. Probab. Lett. 93, 134-142 (2014). MSC: 62G09 62G30 62M10 60G10 PDFBibTeX XMLCite \textit{F. El Ktaibi} et al., Stat. Probab. Lett. 93, 134--142 (2014; Zbl 1463.62127) Full Text: DOI
Efromovich, Sam Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations. (English) Zbl 1400.62076 Stat. Probab. Lett. 93, 7-13 (2014). MSC: 62G07 62M15 PDFBibTeX XMLCite \textit{S. Efromovich}, Stat. Probab. Lett. 93, 7--13 (2014; Zbl 1400.62076) Full Text: DOI
Hwang, Eunju; Shin, Dong Wan Stationary bootstrapping realized volatility. (English) Zbl 1279.62101 Stat. Probab. Lett. 83, No. 9, 2045-2051 (2013). MSC: 62G09 60G10 62E20 65C05 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, Stat. Probab. Lett. 83, No. 9, 2045--2051 (2013; Zbl 1279.62101) Full Text: DOI
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag Correction to “On weak dependence conditions for Poisson autoregressions”. (English) Zbl 1412.62100 Stat. Probab. Lett. 83, No. 8, 1926-1927 (2013). MSC: 62J12 62M10 62M09 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Probab. Lett. 83, No. 8, 1926--1927 (2013; Zbl 1412.62100) Full Text: DOI
Kudraszow, Nadia L.; Vieu, Philippe Uniform consistency of \(k\mathrm{NN}\) regressors for functional variables. (English) Zbl 1277.62113 Stat. Probab. Lett. 83, No. 8, 1863-1870 (2013). MSC: 62G08 62G20 PDFBibTeX XMLCite \textit{N. L. Kudraszow} and \textit{P. Vieu}, Stat. Probab. Lett. 83, No. 8, 1863--1870 (2013; Zbl 1277.62113) Full Text: DOI
Guessoum, Zohra; Ould Saïd, Elias; Sadki, Ourida; Tatachak, Abdelkader A note on the Lynden-Bell estimator under association. (English) Zbl 1312.62042 Stat. Probab. Lett. 82, No. 11, 1994-2000 (2012). MSC: 62G05 62G07 62G20 PDFBibTeX XMLCite \textit{Z. Guessoum} et al., Stat. Probab. Lett. 82, No. 11, 1994--2000 (2012; Zbl 1312.62042) Full Text: DOI
Doukhan, Paul; Fokianos, Konstantinos; Li, Xiaoyin On weak dependence conditions: the case of discrete valued processes. (English) Zbl 1254.60036 Stat. Probab. Lett. 82, No. 11, 1941-1948 (2012); corrigendum ibid. 83, No. 2, 674-675 (2013). MSC: 60G09 60F17 62G05 62G09 62M10 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Probab. Lett. 82, No. 11, 1941--1948 (2012; Zbl 1254.60036) Full Text: DOI
Shang, Zuofeng On latent process models in multi-dimensional space. (English) Zbl 1398.62258 Stat. Probab. Lett. 82, No. 7, 1259-1266 (2012). MSC: 62M30 62G05 62G08 62G20 PDFBibTeX XMLCite \textit{Z. Shang}, Stat. Probab. Lett. 82, No. 7, 1259--1266 (2012; Zbl 1398.62258) Full Text: DOI
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag On weak dependence conditions for Poisson autoregressions. (English) Zbl 1241.62109 Stat. Probab. Lett. 82, No. 5, 942-948 (2012); correction ibid. 83, No. 8, 1926-1927 (2013). MSC: 62J12 62M10 62M09 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Probab. Lett. 82, No. 5, 942--948 (2012; Zbl 1241.62109) Full Text: DOI
Hwang, Eunju; Shin, Dong Wan Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence. (English) Zbl 1408.62083 Stat. Probab. Lett. 82, No. 3, 488-495 (2012). MSC: 62G09 62M09 60G10 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, Stat. Probab. Lett. 82, No. 3, 488--495 (2012; Zbl 1408.62083) Full Text: DOI
Terpstra, Jeff T.; Elbayoumi, Tamer A law of large numbers result for a bifurcating process with an infinite moving average representation. (English) Zbl 1230.60032 Stat. Probab. Lett. 82, No. 1, 123-129 (2012). MSC: 60F15 62M10 PDFBibTeX XMLCite \textit{J. T. Terpstra} and \textit{T. Elbayoumi}, Stat. Probab. Lett. 82, No. 1, 123--129 (2012; Zbl 1230.60032) Full Text: DOI
Wishart, Justin Rory Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence. (English) Zbl 1225.62057 Stat. Probab. Lett. 81, No. 12, 1871-1875 (2011). MSC: 62G08 62G05 60G22 62G20 PDFBibTeX XMLCite \textit{J. R. Wishart}, Stat. Probab. Lett. 81, No. 12, 1871--1875 (2011; Zbl 1225.62057) Full Text: DOI arXiv
Yeh, Hsiaw-Chan A multivariate semi-logistic autoregressive process and its characterization. (English) Zbl 1228.60029 Stat. Probab. Lett. 81, No. 9, 1370-1379 (2011). Reviewer: Andreas N. Philippou (Patras) MSC: 60E15 60E10 60J05 62E15 PDFBibTeX XMLCite \textit{H.-C. Yeh}, Stat. Probab. Lett. 81, No. 9, 1370--1379 (2011; Zbl 1228.60029) Full Text: DOI
Ajami, M.; Fakoor, V.; Jomhoori, S. The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data. (English) Zbl 1219.62062 Stat. Probab. Lett. 81, No. 8, 1306-1310 (2011). MSC: 62G07 62N01 62G20 62G05 PDFBibTeX XMLCite \textit{M. Ajami} et al., Stat. Probab. Lett. 81, No. 8, 1306--1310 (2011; Zbl 1219.62062) Full Text: DOI
Kaluszka, Marek; Okolewski, Andrzej Stability of \(L\)-statistics from weakly dependent observations. (English) Zbl 1489.62151 Stat. Probab. Lett. 81, No. 5, 618-625 (2011). MSC: 62G30 60E15 62P05 91G05 PDFBibTeX XMLCite \textit{M. Kaluszka} and \textit{A. Okolewski}, Stat. Probab. Lett. 81, No. 5, 618--625 (2011; Zbl 1489.62151) Full Text: DOI HAL
Pipiras, Vladas; Taqqu, Murad S. Regularization and integral representations of Hermite processes. (English) Zbl 1216.60029 Stat. Probab. Lett. 80, No. 23-24, 2014-2023 (2010). Reviewer: Pavel Gapeev (London) MSC: 60G18 60G22 60G15 60H05 PDFBibTeX XMLCite \textit{V. Pipiras} and \textit{M. S. Taqqu}, Stat. Probab. Lett. 80, No. 23--24, 2014--2023 (2010; Zbl 1216.60029) Full Text: DOI
Truquet, Lionel A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields. (English) Zbl 1201.60049 Stat. Probab. Lett. 80, No. 21-22, 1673-1679 (2010). MSC: 60G60 60F99 PDFBibTeX XMLCite \textit{L. Truquet}, Stat. Probab. Lett. 80, No. 21--22, 1673--1679 (2010; Zbl 1201.60049) Full Text: DOI
Walk, Harro Strong consistency of kernel estimates of regression function under dependence. (English) Zbl 1190.62088 Stat. Probab. Lett. 80, No. 15-16, 1147-1156 (2010). MSC: 62G08 62G20 62G07 PDFBibTeX XMLCite \textit{H. Walk}, Stat. Probab. Lett. 80, No. 15--16, 1147--1156 (2010; Zbl 1190.62088) Full Text: DOI
Ghalibaf, M. Bolbolian; Fakoor, V.; Azarnoosh, H. A. Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing. (English) Zbl 1185.62073 Stat. Probab. Lett. 80, No. 7-8, 581-586 (2010). MSC: 62G07 62M99 PDFBibTeX XMLCite \textit{M. B. Ghalibaf} et al., Stat. Probab. Lett. 80, No. 7--8, 581--586 (2010; Zbl 1185.62073) Full Text: DOI
Wang, Haiyan; Higgins, James; Blasi, Dale Distribution-free tests for no effect of treatment in heteroscedastic functional data under both weak and long range dependence. (English) Zbl 1181.62064 Stat. Probab. Lett. 80, No. 5-6, 390-402 (2010). MSC: 62G10 62E20 65C60 62G35 PDFBibTeX XMLCite \textit{H. Wang} et al., Stat. Probab. Lett. 80, No. 5--6, 390--402 (2010; Zbl 1181.62064) Full Text: DOI
Wang, Lihong Memory parameter estimation for long range dependent random fields. (English) Zbl 1176.62095 Stat. Probab. Lett. 79, No. 21, 2297-2306 (2009). MSC: 62M40 62M10 62F12 62M15 PDFBibTeX XMLCite \textit{L. Wang}, Stat. Probab. Lett. 79, No. 21, 2297--2306 (2009; Zbl 1176.62095) Full Text: DOI
Beare, Brendan K. A generalization of Hoeffding’s lemma, and a new class of covariance inequalities. (English) Zbl 1284.62305 Stat. Probab. Lett. 79, No. 5, 637-642 (2009). MSC: 62H05 60E15 62M10 PDFBibTeX XMLCite \textit{B. K. Beare}, Stat. Probab. Lett. 79, No. 5, 637--642 (2009; Zbl 1284.62305) Full Text: DOI
Ren, Qunshu; Mojirsheibani, Majid Nonparametric estimation of level sets under minimal assumptions. (English) Zbl 1148.62017 Stat. Probab. Lett. 78, No. 17, 3029-3033 (2008). MSC: 62G07 62G20 62E20 PDFBibTeX XMLCite \textit{Q. Ren} and \textit{M. Mojirsheibani}, Stat. Probab. Lett. 78, No. 17, 3029--3033 (2008; Zbl 1148.62017) Full Text: DOI
Berkes, István; Hörmann, Siegfried; Horváth, Lajos The functional central limit theorem for a family of GARCH observations with applications. (English) Zbl 1151.60323 Stat. Probab. Lett. 78, No. 16, 2725-2730 (2008). MSC: 60F17 62M10 PDFBibTeX XMLCite \textit{I. Berkes} et al., Stat. Probab. Lett. 78, No. 16, 2725--2730 (2008; Zbl 1151.60323) Full Text: DOI HAL
Chen, Shouquan; Lin, Zhengyan Almost sure functional central limit theorems for weakly dependent sequences. (English) Zbl 1148.60015 Stat. Probab. Lett. 78, No. 13, 1683-1693 (2008). MSC: 60F15 60F05 PDFBibTeX XMLCite \textit{S. Chen} and \textit{Z. Lin}, Stat. Probab. Lett. 78, No. 13, 1683--1693 (2008; Zbl 1148.60015) Full Text: DOI
Labrador, Boris Strong pointwise consistency of the \(k_T\)-occupation time density estimator. (English) Zbl 1137.62326 Stat. Probab. Lett. 78, No. 9, 1128-1137 (2008). MSC: 62G07 62M09 PDFBibTeX XMLCite \textit{B. Labrador}, Stat. Probab. Lett. 78, No. 9, 1128--1137 (2008; Zbl 1137.62326) Full Text: DOI
Drost, Feike C.; van den Akker, Ramon; Werker, Bas J. M. Note on integer-valued bilinear time series models. (English) Zbl 1416.62484 Stat. Probab. Lett. 78, No. 8, 992-996 (2008). MSC: 62M10 PDFBibTeX XMLCite \textit{F. C. Drost} et al., Stat. Probab. Lett. 78, No. 8, 992--996 (2008; Zbl 1416.62484) Full Text: DOI HAL
Giuliano-Antonini, R.; Weber, M. The theta-dependence coefficient and an almost sure limit theorem for random iterative models. (English) Zbl 1136.60324 Stat. Probab. Lett. 78, No. 5, 564-575 (2008). MSC: 60F15 60G12 PDFBibTeX XMLCite \textit{R. Giuliano-Antonini} and \textit{M. Weber}, Stat. Probab. Lett. 78, No. 5, 564--575 (2008; Zbl 1136.60324) Full Text: DOI HAL
Charlot, F.; Rachdi, M. On the statistical properties of a stationary process sampled by a stationary point process. (English) Zbl 1135.60018 Stat. Probab. Lett. 78, No. 4, 456-462 (2008). MSC: 60G10 60G55 62M15 62G20 PDFBibTeX XMLCite \textit{F. Charlot} and \textit{M. Rachdi}, Stat. Probab. Lett. 78, No. 4, 456--462 (2008; Zbl 1135.60018) Full Text: DOI HAL
Quintela-Del-Río, A. Nonparametric estimation of the maximum hazard under dependence conditions. (English) Zbl 1090.62033 Stat. Probab. Lett. 76, No. 11, 1117-1124 (2006). MSC: 62G05 62G07 62G20 86A15 PDFBibTeX XMLCite \textit{A. Quintela-Del-Río}, Stat. Probab. Lett. 76, No. 11, 1117--1124 (2006; Zbl 1090.62033) Full Text: DOI
Psaradakis, Zacharias Blockwise bootstrap testing for stationarity. (English) Zbl 1086.62088 Stat. Probab. Lett. 76, No. 6, 562-570 (2006). MSC: 62M07 62G09 65C05 PDFBibTeX XMLCite \textit{Z. Psaradakis}, Stat. Probab. Lett. 76, No. 6, 562--570 (2006; Zbl 1086.62088) Full Text: DOI
Sancetta, Alessio Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric. (English) Zbl 1090.60024 Stat. Probab. Lett. 75, No. 3, 158-168 (2005). Reviewer: Zdzisław Rychlik (Lublin) MSC: 60F05 PDFBibTeX XMLCite \textit{A. Sancetta}, Stat. Probab. Lett. 75, No. 3, 158--168 (2005; Zbl 1090.60024) Full Text: DOI
Lee, O.; Shin, D. W. On stationarity and \(\beta\)-mixing property of certain nonlinear \(\text{GARCH}(p,q)\) models. (English) Zbl 1125.62335 Stat. Probab. Lett. 73, No. 1, 25-35 (2005). MSC: 62M10 62P05 PDFBibTeX XMLCite \textit{O. Lee} and \textit{D. W. Shin}, Stat. Probab. Lett. 73, No. 1, 25--35 (2005; Zbl 1125.62335) Full Text: DOI
Lee, Y. K.; Choi, H.; Park, B. U.; Yu, K. S. Local likelihood density estimation on random fields. (English) Zbl 1086.62110 Stat. Probab. Lett. 68, No. 4, 347-357 (2004). MSC: 62M40 62G07 62G20 PDFBibTeX XMLCite \textit{Y. K. Lee} et al., Stat. Probab. Lett. 68, No. 4, 347--357 (2004; Zbl 1086.62110) Full Text: DOI
Lee, Sangyeol The sequential estimation in stochastic regression model with random coefficients. (English) Zbl 1013.62086 Stat. Probab. Lett. 61, No. 1, 71-81 (2003). MSC: 62L12 62M10 PDFBibTeX XMLCite \textit{S. Lee}, Stat. Probab. Lett. 61, No. 1, 71--81 (2003; Zbl 1013.62086) Full Text: DOI
Dudziński, Marcin A note on the almost sure central limit theorem for some dependent random variables. (English) Zbl 1039.60024 Stat. Probab. Lett. 61, No. 1, 31-40 (2003). Reviewer: Dongsheng Tu (Kingston) MSC: 60F15 60F05 PDFBibTeX XMLCite \textit{M. Dudziński}, Stat. Probab. Lett. 61, No. 1, 31--40 (2003; Zbl 1039.60024) Full Text: DOI
Biau, Gérard Optimal asymptotic quadratic errors of density estimators on random fields. (English) Zbl 1092.62593 Stat. Probab. Lett. 60, No. 3, 297-307 (2002). MSC: 62M40 62G07 62G20 PDFBibTeX XMLCite \textit{G. Biau}, Stat. Probab. Lett. 60, No. 3, 297--307 (2002; Zbl 1092.62593) Full Text: DOI
Hansen, Niels Richard; Hansen, Ernst Establishing geometric drift via the Laplace transform of symmetric measures. (English) Zbl 1015.60059 Stat. Probab. Lett. 60, No. 3, 289-295 (2002). MSC: 60J05 PDFBibTeX XMLCite \textit{N. R. Hansen} and \textit{E. Hansen}, Stat. Probab. Lett. 60, No. 3, 289--295 (2002; Zbl 1015.60059) Full Text: DOI
Terpstra, Jeffrey T.; Rao, M. Bhaskara On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series. (English) Zbl 1093.62573 Stat. Probab. Lett. 60, No. 2, 219-230 (2002). MSC: 62M10 62F10 PDFBibTeX XMLCite \textit{J. T. Terpstra} and \textit{M. B. Rao}, Stat. Probab. Lett. 60, No. 2, 219--230 (2002; Zbl 1093.62573) Full Text: DOI
Peligrad, Magda Some remarks on coupling of dependent random variables. (English) Zbl 1020.60022 Stat. Probab. Lett. 60, No. 2, 201-209 (2002). Reviewer: Ulrich Horst (Berlin) MSC: 60G07 60F05 PDFBibTeX XMLCite \textit{M. Peligrad}, Stat. Probab. Lett. 60, No. 2, 201--209 (2002; Zbl 1020.60022) Full Text: DOI
Aneiros-Pérez, Germán On bandwidth selection in partial linear regression models under dependence. (English) Zbl 0996.62033 Stat. Probab. Lett. 57, No. 4, 393-401 (2002). MSC: 62G08 62J05 PDFBibTeX XMLCite \textit{G. Aneiros-Pérez}, Stat. Probab. Lett. 57, No. 4, 393--401 (2002; Zbl 0996.62033) Full Text: DOI
González-Manteiga, Wenceslao; Quintela-del-Río, Alejandro; Vieu, Philippe A note on variable selection in nonparametric regression with dependent data. (English) Zbl 0996.62036 Stat. Probab. Lett. 57, No. 3, 259-268 (2002). MSC: 62G08 62E20 62G10 PDFBibTeX XMLCite \textit{W. González-Manteiga} et al., Stat. Probab. Lett. 57, No. 3, 259--268 (2002; Zbl 0996.62036) Full Text: DOI
Estévez-Pérez, Graciela On convergence rates for quadratic errors in kernel hazard estimation. (English) Zbl 0996.62053 Stat. Probab. Lett. 57, No. 3, 231-241 (2002). MSC: 62G20 62G07 62N02 PDFBibTeX XMLCite \textit{G. Estévez-Pérez}, Stat. Probab. Lett. 57, No. 3, 231--241 (2002; Zbl 0996.62053) Full Text: DOI
Berlinet, Alain; Cadre, Benoît; Gannoun, Ali Estimation of conditional \(L_1\)-median from dependent observations. (English) Zbl 0994.62023 Stat. Probab. Lett. 55, No. 4, 353-358 (2001). MSC: 62G05 62G20 PDFBibTeX XMLCite \textit{A. Berlinet} et al., Stat. Probab. Lett. 55, No. 4, 353--358 (2001; Zbl 0994.62023) Full Text: DOI
Bulinski, Alexander; Suquet, Charles Normal approximation for quasi-associated random fields. (English) Zbl 0989.60052 Stat. Probab. Lett. 54, No. 2, 215-226 (2001). Reviewer: Zdzisław Rychlik (Lublin) MSC: 60G60 60F05 PDFBibTeX XMLCite \textit{A. Bulinski} and \textit{C. Suquet}, Stat. Probab. Lett. 54, No. 2, 215--226 (2001; Zbl 0989.60052) Full Text: DOI
Hili, Ouagnina Hellinger distance estimation of SSAR models. (English) Zbl 0982.62076 Stat. Probab. Lett. 53, No. 3, 305-314 (2001). MSC: 62M10 62F12 91B84 62F35 PDFBibTeX XMLCite \textit{O. Hili}, Stat. Probab. Lett. 53, No. 3, 305--314 (2001; Zbl 0982.62076) Full Text: DOI
Marinucci, D.; Poghosyan, S. Asymptotics for linear random fields. (English) Zbl 0984.60069 Stat. Probab. Lett. 51, No. 2, 131-141 (2001). Reviewer: Tadeusz Inglot (Wrocław) MSC: 60G60 60F17 60F15 PDFBibTeX XMLCite \textit{D. Marinucci} and \textit{S. Poghosyan}, Stat. Probab. Lett. 51, No. 2, 131--141 (2001; Zbl 0984.60069) Full Text: DOI
Roussas, George G. Asymptotic normality of the kernel estimate of a probability density function under association. (English) Zbl 0958.62048 Stat. Probab. Lett. 50, No. 1, 1-12 (2000). MSC: 62G20 62G07 62E20 PDFBibTeX XMLCite \textit{G. G. Roussas}, Stat. Probab. Lett. 50, No. 1, 1--12 (2000; Zbl 0958.62048) Full Text: DOI
Gao, Jiti; Anh, Vo A central limit theorem for a random quadratic form of strictly stationary processes. (English) Zbl 0969.60037 Stat. Probab. Lett. 49, No. 1, 69-79 (2000). Reviewer: K.-i.Yoshihara (Tokyo) MSC: 60F05 62E20 PDFBibTeX XMLCite \textit{J. Gao} and \textit{V. Anh}, Stat. Probab. Lett. 49, No. 1, 69--79 (2000; Zbl 0969.60037) Full Text: DOI
Coulon-Prieur, Clémentine; Doukhan, Paul A triangular central limit theorem under a new weak dependence condition. (English) Zbl 0956.60006 Stat. Probab. Lett. 47, No. 1, 61-68 (2000). Reviewer: Birute Kryžienė (Vilnius) MSC: 60F05 60F17 60G10 60G99 60E15 PDFBibTeX XMLCite \textit{C. Coulon-Prieur} and \textit{P. Doukhan}, Stat. Probab. Lett. 47, No. 1, 61--68 (2000; Zbl 0956.60006) Full Text: DOI
Blais, Michel; MacGibbon, Brenda; Roy, Roch Limit theorems for regression models of time series of counts. (English) Zbl 0974.62067 Stat. Probab. Lett. 46, No. 2, 161-168 (2000). MSC: 62M10 62E20 62J12 PDFBibTeX XMLCite \textit{M. Blais} et al., Stat. Probab. Lett. 46, No. 2, 161--168 (2000; Zbl 0974.62067) Full Text: DOI
Hoffmann, Marc On nonparametric estimation in nonlinear AR(1)-models. (English) Zbl 0954.62049 Stat. Probab. Lett. 44, No. 1, 29-45 (1999). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 62G08 62M10 PDFBibTeX XMLCite \textit{M. Hoffmann}, Stat. Probab. Lett. 44, No. 1, 29--45 (1999; Zbl 0954.62049) Full Text: DOI
Liebscher, Eckhard Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition. (English) Zbl 0949.62040 Stat. Probab. Lett. 43, No. 3, 243-250 (1999). MSC: 62G20 60F05 62G07 62E20 PDFBibTeX XMLCite \textit{E. Liebscher}, Stat. Probab. Lett. 43, No. 3, 243--250 (1999; Zbl 0949.62040) Full Text: DOI
Viennet, Gabrielle Least-square estimation for regression on random designs for absolutely regular observations. (English) Zbl 0933.62034 Stat. Probab. Lett. 43, No. 1, 13-23 (1999). MSC: 62G08 62G20 62M99 PDFBibTeX XMLCite \textit{G. Viennet}, Stat. Probab. Lett. 43, No. 1, 13--23 (1999; Zbl 0933.62034) Full Text: DOI
Louhichi, Sana Rosenthal’s inequality for LPQD sequences. (English) Zbl 0931.60007 Stat. Probab. Lett. 42, No. 2, 139-144 (1999). Reviewer: L.Paditz (Dresden) MSC: 60E15 60F99 PDFBibTeX XMLCite \textit{S. Louhichi}, Stat. Probab. Lett. 42, No. 2, 139--144 (1999; Zbl 0931.60007) Full Text: DOI
Chèze-Payaud, Nathalie; Poggi, Jean-Michel; Portier, Bruno Estimation and test of linearity for a class of additive nonlinear models. (English) Zbl 0935.62045 Stat. Probab. Lett. 40, No. 2, 189-201 (1998). MSC: 62G08 62J02 62G20 PDFBibTeX XMLCite \textit{N. Chèze-Payaud} et al., Stat. Probab. Lett. 40, No. 2, 189--201 (1998; Zbl 0935.62045) Full Text: DOI
Oliveira, P. E.; Suquet, Ch. Weak convergence in \(L^p(0,1)\) of the uniform empirical process under dependence. (English) Zbl 0923.60004 Stat. Probab. Lett. 39, No. 4, 363-370 (1998). Reviewer: K.-i.Yoshihara (Tokyo) MSC: 60B10 60F17 60G30 60F05 PDFBibTeX XMLCite \textit{P. E. Oliveira} and \textit{Ch. Suquet}, Stat. Probab. Lett. 39, No. 4, 363--370 (1998; Zbl 0923.60004) Full Text: DOI
Genton, Marc G. Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables. (English) Zbl 0908.62020 Stat. Probab. Lett. 38, No. 3, 255-261 (1998). MSC: 62F12 PDFBibTeX XMLCite \textit{M. G. Genton}, Stat. Probab. Lett. 38, No. 3, 255--261 (1998; Zbl 0908.62020) Full Text: DOI
Lee, Sangyeol Random central limit theorem for the linear process generated by a strong mixing process. (English) Zbl 0892.60038 Stat. Probab. Lett. 35, No. 2, 189-196 (1997). MSC: 60F05 60G10 62L12 PDFBibTeX XMLCite \textit{S. Lee}, Stat. Probab. Lett. 35, No. 2, 189--196 (1997; Zbl 0892.60038) Full Text: DOI
Radulović, Dragan The bootstrap of the mean for strong mixing sequences under minimal conditions. (English) Zbl 0881.62049 Stat. Probab. Lett. 28, No. 1, 65-72 (1996); erratum ibid. 44, No. 2, 209 (1999). MSC: 62G09 60F05 62G20 PDFBibTeX XMLCite \textit{D. Radulović}, Stat. Probab. Lett. 28, No. 1, 65--72 (1996; Zbl 0881.62049) Full Text: DOI
Leblanc, Frédérique Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses. (English) Zbl 0845.62033 Stat. Probab. Lett. 27, No. 1, 71-84 (1996). MSC: 62G07 62M05 62M09 PDFBibTeX XMLCite \textit{F. Leblanc}, Stat. Probab. Lett. 27, No. 1, 71--84 (1996; Zbl 0845.62033) Full Text: DOI
Vieu, Philippe A note on density mode estimation. (English) Zbl 0847.62024 Stat. Probab. Lett. 26, No. 4, 297-307 (1996). MSC: 62G05 62G07 62G20 PDFBibTeX XMLCite \textit{P. Vieu}, Stat. Probab. Lett. 26, No. 4, 297--307 (1996; Zbl 0847.62024) Full Text: DOI
Bradley, Richard C. A covariance inequality under a two-part dependence assumption. (English) Zbl 0877.62052 Stat. Probab. Lett. 30, No. 4, 287-293 (1996). Reviewer: R.Norvaiša (Vilnius) MSC: 62H05 60E15 62H99 PDFBibTeX XMLCite \textit{R. C. Bradley}, Stat. Probab. Lett. 30, No. 4, 287--293 (1996; Zbl 0877.62052) Full Text: DOI
Arcones, Miguel A. On the central limit theorem for \(U\)-statistics under absolute regularity. (English) Zbl 0835.60017 Stat. Probab. Lett. 24, No. 3, 245-249 (1995). Reviewer: A.K.Basu (Calcutta) MSC: 60F05 60B12 60F15 PDFBibTeX XMLCite \textit{M. A. Arcones}, Stat. Probab. Lett. 24, No. 3, 245--249 (1995; Zbl 0835.60017) Full Text: DOI
Masry, Elias Probability density estimation from dependent observations using wavelets orthonormal bases. (English) Zbl 0814.62021 Stat. Probab. Lett. 21, No. 3, 181-194 (1994). MSC: 62G07 62G20 46N30 PDFBibTeX XMLCite \textit{E. Masry}, Stat. Probab. Lett. 21, No. 3, 181--194 (1994; Zbl 0814.62021) Full Text: DOI
Kerkyacharian, G.; Picard, D. Density estimation in Besov spaces. (English) Zbl 0749.62026 Stat. Probab. Lett. 13, No. 1, 15-24 (1992). Reviewer: P.Gänßler (München) MSC: 62G07 60B11 PDFBibTeX XMLCite \textit{G. Kerkyacharian} and \textit{D. Picard}, Stat. Probab. Lett. 13, No. 1, 15--24 (1992; Zbl 0749.62026) Full Text: DOI