Allaoui, Soumaya; Bouzebda, Salim; Liu, Jicheng Multivariate wavelet estimators for weakly dependent processes: strong consistency rate. (English) Zbl 07767127 Commun. Stat., Theory Methods 52, No. 23, 8317-8350 (2023). MSC: 62E20 62G09 PDFBibTeX XMLCite \textit{S. Allaoui} et al., Commun. Stat., Theory Methods 52, No. 23, 8317--8350 (2023; Zbl 07767127) Full Text: DOI
Wang, Bin; Zheng, Xu Testing for the presence of jump components in jump diffusion models. (English) Zbl 07585125 J. Econom. 230, No. 2, 483-509 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{B. Wang} and \textit{X. Zheng}, J. Econom. 230, No. 2, 483--509 (2022; Zbl 07585125) Full Text: DOI
Chao, Shih-Kang; Härdle, Wolfgang K.; Yuan, Ming Factorisable multitask quantile regression. (English) Zbl 1473.62131 Econom. Theory 37, No. 4, 794-816 (2021). MSC: 62G08 62H12 62P05 PDFBibTeX XMLCite \textit{S.-K. Chao} et al., Econom. Theory 37, No. 4, 794--816 (2021; Zbl 1473.62131) Full Text: DOI arXiv
Allaoui, Soumaya; Bouzebda, Salim; Chesneau, Christophe; Liu, Jicheng Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence. (English) Zbl 1472.62031 J. Nonparametric Stat. 33, No. 2, 170-196 (2021). MSC: 62E20 62H12 62G09 42C40 PDFBibTeX XMLCite \textit{S. Allaoui} et al., J. Nonparametric Stat. 33, No. 2, 170--196 (2021; Zbl 1472.62031) Full Text: DOI
Parente, Paulo M. D. C.; Smith, Richard J. Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models. (English) Zbl 1469.62346 J. Time Ser. Anal. 42, No. 4, 377-405 (2021). MSC: 62M10 62G09 PDFBibTeX XMLCite \textit{P. M. D. C. Parente} and \textit{R. J. Smith}, J. Time Ser. Anal. 42, No. 4, 377--405 (2021; Zbl 1469.62346) Full Text: DOI
Kreiß, Alexander Correlation bounds, mixing and \(m\)-dependence under random time-varying network distances with an application to Cox-processes. (English) Zbl 1469.62332 Bernoulli 27, No. 3, 1666-1694 (2021). MSC: 62M09 60G55 62G08 62N02 PDFBibTeX XMLCite \textit{A. Kreiß}, Bernoulli 27, No. 3, 1666--1694 (2021; Zbl 1469.62332) Full Text: DOI arXiv
Lu, Junwei; Kolar, Mladen; Liu, Han Kernel meets sieve: post-regularization confidence bands for sparse additive model. (English) Zbl 1453.62476 J. Am. Stat. Assoc. 115, No. 532, 2084-2099 (2020). MSC: 62G15 62G08 62G20 PDFBibTeX XMLCite \textit{J. Lu} et al., J. Am. Stat. Assoc. 115, No. 532, 2084--2099 (2020; Zbl 1453.62476) Full Text: DOI arXiv
Gómez, José G. Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals. (English) Zbl 1394.60016 Statistics 52, No. 5, 955-979 (2018). MSC: 60F05 60G70 60F17 62G32 PDFBibTeX XMLCite \textit{J. G. Gómez}, Statistics 52, No. 5, 955--979 (2018; Zbl 1394.60016) Full Text: DOI
Kristensen, Dennis; Salanié, Bernard Higher-order properties of approximate estimators. (English) Zbl 1395.62359 J. Econom. 198, No. 2, 189-208 (2017). MSC: 62P20 62F12 PDFBibTeX XMLCite \textit{D. Kristensen} and \textit{B. Salanié}, J. Econom. 198, No. 2, 189--208 (2017; Zbl 1395.62359) Full Text: DOI DOI
Lin, Zhengyan; Wang, Hanchao On convergence to stochastic integrals. (English) Zbl 1350.60033 J. Theor. Probab. 29, No. 3, 717-736 (2016). MSC: 60F17 60F05 60H05 PDFBibTeX XMLCite \textit{Z. Lin} and \textit{H. Wang}, J. Theor. Probab. 29, No. 3, 717--736 (2016; Zbl 1350.60033) Full Text: DOI arXiv
Hwang, Eunju; Shin, Dong Wan Kernel estimators of mode under \(\psi\)-weak dependence. (English) Zbl 1440.62121 Ann. Inst. Stat. Math. 68, No. 2, 301-327 (2016). MSC: 62G07 62G20 62P20 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, Ann. Inst. Stat. Math. 68, No. 2, 301--327 (2016; Zbl 1440.62121) Full Text: DOI
Doukhan, P.; Pommeret, D.; Reboul, L. Data driven smooth test of comparison for dependent sequences. (English) Zbl 1328.62263 J. Multivariate Anal. 139, 147-165 (2015). MSC: 62G10 62E20 62M07 62M10 62P05 PDFBibTeX XMLCite \textit{P. Doukhan} et al., J. Multivariate Anal. 139, 147--165 (2015; Zbl 1328.62263) Full Text: DOI
Hwang, Eunju; Shin, Dong Wan Infinite-order, long-memory heterogeneous autoregressive models. (English) Zbl 1506.62086 Comput. Stat. Data Anal. 76, 339-358 (2014). MSC: 62-08 62M10 62F12 62P05 62P20 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, Comput. Stat. Data Anal. 76, 339--358 (2014; Zbl 1506.62086) Full Text: DOI
Hwang, Eunju; Shin, Dong Wan Block bootstrapping for kernel density estimators under {\(\psi\)}-weak dependence. (English) Zbl 1302.62093 Commun. Stat., Theory Methods 43, No. 17, 3751-3761 (2014). MSC: 62G08 62M05 62F40 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, Commun. Stat., Theory Methods 43, No. 17, 3751--3761 (2014; Zbl 1302.62093) Full Text: DOI
Lee, O. Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes. (English) Zbl 1306.60024 J. Korean Stat. Soc. 43, No. 3, 393-401 (2014). MSC: 60F17 60F05 60G10 62M10 PDFBibTeX XMLCite \textit{O. Lee}, J. Korean Stat. Soc. 43, No. 3, 393--401 (2014; Zbl 1306.60024) Full Text: DOI
Prášková, Zuzana; Chochola, Ondřej \(M\)-procedures for detection of a change under weak dependence. (English) Zbl 1285.62022 J. Stat. Plann. Inference 149, 60-76 (2014). MSC: 62F05 62F03 62F10 65C60 PDFBibTeX XMLCite \textit{Z. Prášková} and \textit{O. Chochola}, J. Stat. Plann. Inference 149, 60--76 (2014; Zbl 1285.62022) Full Text: DOI
Wang, Qiying; Chan, Nigel Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression. (English) Zbl 1398.60066 Bernoulli 20, No. 1, 207-230 (2014). MSC: 60G42 60F05 60J10 62G05 62G20 62J02 PDFBibTeX XMLCite \textit{Q. Wang} and \textit{N. Chan}, Bernoulli 20, No. 1, 207--230 (2014; Zbl 1398.60066) Full Text: DOI arXiv Euclid
Hill, Jonathan B. Consistent GMM residuals-based tests of functional form. (English) Zbl 1491.62220 Econom. Rev. 32, No. 3, 361-383 (2013). MSC: 62P20 62M10 62G10 62E20 PDFBibTeX XMLCite \textit{J. B. Hill}, Econom. Rev. 32, No. 3, 361--383 (2013; Zbl 1491.62220) Full Text: DOI
Kristensen, Dennis; Shin, Yongseok Estimation of dynamic models with nonparametric simulated maximum likelihood. (English) Zbl 1441.62785 J. Econom. 167, No. 1, 76-94 (2012). MSC: 62P20 PDFBibTeX XMLCite \textit{D. Kristensen} and \textit{Y. Shin}, J. Econom. 167, No. 1, 76--94 (2012; Zbl 1441.62785) Full Text: DOI Link
Chu, Ba Limit theorems for the discount sums of moving averages. (English) Zbl 1300.62072 J. Time Ser. Anal. 33, No. 1, 1-12 (2012). MSC: 62M10 60F05 60G50 PDFBibTeX XMLCite \textit{B. Chu}, J. Time Ser. Anal. 33, No. 1, 1--12 (2012; Zbl 1300.62072) Full Text: DOI
Hwang, Eunju; Shin, Dong Wan Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence. (English) Zbl 1243.62060 Comput. Stat. Data Anal. 56, No. 6, 1581-1593 (2012). MSC: 62G09 62G07 62M10 65C05 62P05 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, Comput. Stat. Data Anal. 56, No. 6, 1581--1593 (2012; Zbl 1243.62060) 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
Hwang, Eunju; Shin, Dong Wan Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors. (English) Zbl 1296.62120 J. Korean Stat. Soc. 40, No. 4, 411-424 (2011). MSC: 62H12 62G20 62E20 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, J. Korean Stat. Soc. 40, No. 4, 411--424 (2011; Zbl 1296.62120) Full Text: DOI
Doukhan, Paul; Prohl, Silika; Robert, Christian Y. Subsampling weakly dependent time series and application to extremes. (English) Zbl 1274.62586 Test 20, No. 3, 447-479 (2011). MSC: 62M10 62G30 62G32 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Test 20, No. 3, 447--479 (2011; Zbl 1274.62586) Full Text: DOI arXiv
Hill, Jonathan B. Tail and nontail memory with applications to extreme value and robust statistics. (English) Zbl 1401.62156 Econom. Theory 27, No. 4, 844-884 (2011). MSC: 62M10 60F05 60G10 60G70 62G32 62G35 62P05 PDFBibTeX XMLCite \textit{J. B. Hill}, Econom. Theory 27, No. 4, 844--884 (2011; Zbl 1401.62156) Full Text: DOI
Hill, Jonathan B. Extremal memory of stochastic volatility with an application to tail shape inference. (English) Zbl 1209.62245 J. Stat. Plann. Inference 141, No. 2, 663-676 (2011). MSC: 62P05 62G32 PDFBibTeX XMLCite \textit{J. B. Hill}, J. Stat. Plann. Inference 141, No. 2, 663--676 (2011; Zbl 1209.62245) Full Text: DOI DOI
Linton, Oliver; Pan, Jiazhu; Wang, Hui Estimation for a nonstationary semi-strong GARCH(1,1) model with heavy-tailed errors. (English) Zbl 1181.62140 Econom. Theory 26, No. 1, 1-28 (2010). MSC: 62M10 62E20 62M09 62G05 60E07 PDFBibTeX XMLCite \textit{O. Linton} et al., Econom. Theory 26, No. 1, 1--28 (2010; Zbl 1181.62140) Full Text: DOI
Audrino, Francesco; Bühlmann, Peter Splines for financial volatility. (English) Zbl 1250.91103 J. R. Stat. Soc., Ser. B, Stat. Methodol. 71, No. 3, 655-670 (2009). MSC: 91G70 62M10 65D07 PDFBibTeX XMLCite \textit{F. Audrino} and \textit{P. Bühlmann}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 71, No. 3, 655--670 (2009; Zbl 1250.91103) Full Text: DOI Link
Doukhan, Paul; Lang, Gabriel Evaluation for moments of a ratio with application to regression estimation. (English) Zbl 1200.62035 Bernoulli 15, No. 4, 1259-1286 (2009). MSC: 62G08 62M09 60F05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{G. Lang}, Bernoulli 15, No. 4, 1259--1286 (2009; Zbl 1200.62035) Full Text: DOI arXiv
Chen, Xiaohong; Wu, Wei Biao; Yi, Yanping Efficient estimation of copula-based semiparametric Markov models. (English) Zbl 1191.62140 Ann. Stat. 37, No. 6B, 4214-4253 (2009). MSC: 62M05 62G05 62G20 62H05 65C05 PDFBibTeX XMLCite \textit{X. Chen} et al., Ann. Stat. 37, No. 6B, 4214--4253 (2009; Zbl 1191.62140) Full Text: DOI arXiv
Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Reimherr, Matthew Break detection in the covariance structure of multivariate time series models. (English) Zbl 1191.62143 Ann. Stat. 37, No. 6B, 4046-4087 (2009). MSC: 62M10 60F17 62P05 62G10 91G70 65C60 62G20 PDFBibTeX XMLCite \textit{A. Aue} et al., Ann. Stat. 37, No. 6B, 4046--4087 (2009; Zbl 1191.62143) Full Text: DOI arXiv
Sancetta, Alessio Nearest neighbor conditional estimation for Harris recurrent Markov chains. (English) Zbl 1175.62089 J. Multivariate Anal. 100, No. 10, 2224-2236 (2009). MSC: 62M05 62G08 62M10 62G05 62G20 PDFBibTeX XMLCite \textit{A. Sancetta}, J. Multivariate Anal. 100, No. 10, 2224--2236 (2009; Zbl 1175.62089) Full Text: DOI Link
Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle’s estimate. (English) Zbl 1198.62087 J. Time Ser. Anal. 29, No. 5, 906-945 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M09 60F05 60F15 62M15 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., J. Time Ser. Anal. 29, No. 5, 906--945 (2008; Zbl 1198.62087) Full Text: DOI arXiv HAL
Ibragimov, Rustam; Phillips, Peter C. B. Regression asymptotics using martingale convergence methods. (English) Zbl 1284.60053 Econom. Theory 24, No. 4, 888-947 (2008). MSC: 60F05 60F17 60G46 62M10 62P20 PDFBibTeX XMLCite \textit{R. Ibragimov} and \textit{P. C. B. Phillips}, Econom. Theory 24, No. 4, 888--947 (2008; Zbl 1284.60053) Full Text: DOI
Hörmann, Siegfried Augmented GARCH sequences: Dependence structure and asymptotics. (English) Zbl 1155.62066 Bernoulli 14, No. 2, 543-561 (2008). MSC: 62M10 60F17 62E20 PDFBibTeX XMLCite \textit{S. Hörmann}, Bernoulli 14, No. 2, 543--561 (2008; Zbl 1155.62066) Full Text: DOI arXiv
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
Lu, Zudi; Linton, Oliver Local linear fitting under near epoch dependence. (English) Zbl 1441.62238 Econom. Theory 23, No. 1, 37-70 (2007). MSC: 62M10 62G07 62E20 62P20 91B84 PDFBibTeX XMLCite \textit{Z. Lu} and \textit{O. Linton}, Econom. Theory 23, No. 1, 37--70 (2007; Zbl 1441.62238) Full Text: DOI