Wei, Bo; Tan, Kean Ming; He, Xuming Estimation of complier expected shortfall treatment effects with a binary instrumental variable. (English) Zbl 07803954 J. Econom. 238, No. 2, Article ID 105572, 27 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{B. Wei} et al., J. Econom. 238, No. 2, Article ID 105572, 27 p. (2024; Zbl 07803954) Full Text: DOI arXiv
Odendahl, Florens; Rossi, Barbara; Sekhposyan, Tatevik Evaluating forecast performance with state dependence. (English) Zbl 07767720 J. Econom. 237, No. 2, Part C, Article ID 105220, 31 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{F. Odendahl} et al., J. Econom. 237, No. 2, Part C, Article ID 105220, 31 p. (2023; Zbl 07767720) Full Text: DOI
Younso, Ahmad; Kanaya, Ziad; Azhari, Nour Consistency of the \(k\)-nearest neighbor classifier for spatially dependent data. (English) Zbl 07726244 Commun. Math. Stat. 11, No. 3, 503-518 (2023). MSC: 62H11 62G08 62G20 PDFBibTeX XMLCite \textit{A. Younso} et al., Commun. Math. Stat. 11, No. 3, 503--518 (2023; Zbl 07726244) Full Text: DOI
Mayer, Alexander; Wied, Dominik Estimation and inference in factor copula models with exogenous covariates. (English) Zbl 07704503 J. Econom. 235, No. 2, 1500-1521 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Mayer} and \textit{D. Wied}, J. Econom. 235, No. 2, 1500--1521 (2023; Zbl 07704503) Full Text: DOI arXiv
Linton, Oliver; Seo, Myung Hwan; Whang, Yoon-Jae Testing stochastic dominance with many conditioning variables. (English) Zbl 07704463 J. Econom. 235, No. 2, 507-527 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{O. Linton} et al., J. Econom. 235, No. 2, 507--527 (2023; Zbl 07704463) Full Text: DOI
Bobbia, Benjamin; Doukhan, Paul; Fan, Xiequan Selected topics on weak dependence conditions. (English) Zbl 07709548 Grad. J. Math. 7, No. 2, 76-94 (2022). MSC: 62-XX 60-XX PDFBibTeX XMLCite \textit{B. Bobbia} et al., Grad. J. Math. 7, No. 2, 76--94 (2022; Zbl 07709548) Full Text: Link
Seong, Dakyung; Cho, Jin Seo; Teräsvirta, Timo Comprehensively testing linearity hypothesis using the smooth transition autoregressive model. (English) Zbl 07584736 Econom. Rev. 41, No. 8, 966-984 (2022). MSC: 62P20 PDFBibTeX XMLCite \textit{D. Seong} et al., Econom. Rev. 41, No. 8, 966--984 (2022; Zbl 07584736) Full Text: DOI
Bravo, Francesco Misspecified semiparametric model selection with weakly dependent observations. (English) Zbl 07570755 J. Time Ser. Anal. 43, No. 4, 558-586 (2022). MSC: 62Mxx 62E20 62M10 PDFBibTeX XMLCite \textit{F. Bravo}, J. Time Ser. Anal. 43, No. 4, 558--586 (2022; Zbl 07570755) Full Text: DOI
Phandoidaen, Nathawut; Richter, Stefan Empirical process theory for nonsmooth functions under functional dependence. (English) Zbl 1497.60047 Electron. J. Stat. 16, No. 1, 3385-3429 (2022). Reviewer: Pavel Stoynov (Sofia) MSC: 60F17 60F10 PDFBibTeX XMLCite \textit{N. Phandoidaen} and \textit{S. Richter}, Electron. J. Stat. 16, No. 1, 3385--3429 (2022; Zbl 1497.60047) Full Text: DOI arXiv Link
Wechsung, Maximilian; Neumann, Michael H. Consistency of a nonparametric least squares estimator in integer-valued GARCH models. (English) Zbl 1493.62246 J. Nonparametric Stat. 34, No. 2, 491-519 (2022). MSC: 62G20 62M10 PDFBibTeX XMLCite \textit{M. Wechsung} and \textit{M. H. Neumann}, J. Nonparametric Stat. 34, No. 2, 491--519 (2022; Zbl 1493.62246) Full Text: DOI arXiv
Miguel, Sergio Brenner; Phandoidaen, Nathawut Multiplicative deconvolution in survival analysis under dependency. (English) Zbl 1493.62174 Statistics 56, No. 2, 297-328 (2022). MSC: 62G05 62N02 62C20 PDFBibTeX XMLCite \textit{S. B. Miguel} and \textit{N. Phandoidaen}, Statistics 56, No. 2, 297--328 (2022; Zbl 1493.62174) Full Text: DOI arXiv
Phandoidaen, Nathawut; Richter, Stefan Empirical process theory for locally stationary processes. (English) Zbl 1486.60064 Bernoulli 28, No. 1, 453-480 (2022). Reviewer: Dongsheng Tu (Kingston) MSC: 60F17 60G10 PDFBibTeX XMLCite \textit{N. Phandoidaen} and \textit{S. Richter}, Bernoulli 28, No. 1, 453--480 (2022; Zbl 1486.60064) Full Text: DOI arXiv Link
Linton, Oliver; Whang, Yoon Jae; Yen, Yu-Min The lower regression function and testing expectation dependence dominance hypotheses. (English) Zbl 1490.62109 Econom. Rev. 40, No. 8, 709-727 (2021). MSC: 62G10 62E20 62P05 91G10 PDFBibTeX XMLCite \textit{O. Linton} et al., Econom. Rev. 40, No. 8, 709--727 (2021; Zbl 1490.62109) Full Text: DOI
Souddi, Youssouf; Madani, Fethi; Bouzebda, Salim Some characteristics of the conditional set-indexed empirical process involving functional ergodic data. (English) Zbl 1493.62244 Bull. Inst. Math., Acad. Sin. (N.S.) 16, No. 4, 367-399 (2021). MSC: 62G20 62G10 62M15 PDFBibTeX XMLCite \textit{Y. Souddi} et al., Bull. Inst. Math., Acad. Sin. (N.S.) 16, No. 4, 367--399 (2021; Zbl 1493.62244) Full Text: DOI
Escanciano, Juan Carlos; Hoderlein, Stefan; Lewbel, Arthur; Linton, Oliver; Srisuma, Sorawoot Nonparametric Euler equation identification and estimation. (English) Zbl 1479.62090 Econom. Theory 37, No. 5, 851-891 (2021). MSC: 62P20 62G05 65C05 PDFBibTeX XMLCite \textit{J. C. Escanciano} et al., Econom. Theory 37, No. 5, 851--891 (2021; Zbl 1479.62090) Full Text: DOI
Duchi, John C.; Glynn, Peter W.; Namkoong, Hongseok Statistics of robust optimization: a generalized empirical likelihood approach. (English) Zbl 1473.62292 Math. Oper. Res. 46, No. 3, 946-969 (2021). MSC: 62M05 62G05 62G35 62L20 PDFBibTeX XMLCite \textit{J. C. Duchi} et al., Math. Oper. Res. 46, No. 3, 946--969 (2021; Zbl 1473.62292) Full Text: DOI arXiv
Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph Mixtures of nonlinear Poisson autoregressions. (English) Zbl 1468.62334 J. Time Ser. Anal. 42, No. 1, 107-135 (2021). MSC: 62M10 62B10 60G15 60B12 PDFBibTeX XMLCite \textit{P. Doukhan} et al., J. Time Ser. Anal. 42, No. 1, 107--135 (2021; Zbl 1468.62334) Full Text: DOI Link
Mohr, Maria A weak convergence result for sequential empirical processes under weak dependence. (English) Zbl 1492.60058 Stochastics 92, No. 1, 140-164 (2020). MSC: 60F05 60F17 PDFBibTeX XMLCite \textit{M. Mohr}, Stochastics 92, No. 1, 140--164 (2020; Zbl 1492.60058) Full Text: DOI arXiv
Sangaré, Harouna; Lo, Gane Samb; Traoré, Mamadou Cherif Moctar Arbitrary functional Glivenko-Cantelli classes and applications to different types of dependence. (English) Zbl 1490.60076 Far East J. Theor. Stat. 60, No. 1-2, 41-62 (2020). Reviewer: Viktor Ohanyan (Erevan) MSC: 60G10 60F15 62G20 PDFBibTeX XMLCite \textit{H. Sangaré} et al., Far East J. Theor. Stat. 60, No. 1--2, 41--62 (2020; Zbl 1490.60076) Full Text: DOI arXiv
Younso, Ahmad; Kanaya, Ziad; Azhari, Nour Strong consistency of a kernel-based rule for spatially dependent data. (English) Zbl 1470.62099 Arab J. Math. Sci. 26, No. 1-2, 211-225 (2020). MSC: 62H30 62M30 62M40 62G20 62D10 PDFBibTeX XMLCite \textit{A. Younso} et al., Arab J. Math. Sci. 26, No. 1--2, 211--225 (2020; Zbl 1470.62099) Full Text: DOI
Ngatchou-Wandji, Joseph; Puri, Madan L.; Harel, Michel; Elharfaoui, Echarif Testing nonstationary and absolutely regular nonlinear time series models. (English) Zbl 1431.62404 Stat. Inference Stoch. Process. 22, No. 3, 557-593 (2019). MSC: 62M10 60F17 62J02 PDFBibTeX XMLCite \textit{J. Ngatchou-Wandji} et al., Stat. Inference Stoch. Process. 22, No. 3, 557--593 (2019; Zbl 1431.62404) Full Text: DOI
Doukhan, Paul; Neumann, Michael H. Absolute regularity of semi-contractive GARCH-type processes. (English) Zbl 1418.60029 J. Appl. Probab. 56, No. 1, 91-115 (2019). MSC: 60G10 60J05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{M. H. Neumann}, J. Appl. Probab. 56, No. 1, 91--115 (2019; Zbl 1418.60029) Full Text: DOI arXiv
Kuersteiner, Guido M. Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity. (English) Zbl 1452.62936 J. Econom. 211, No. 1, 243-261 (2019). MSC: 62P20 60F17 60F05 46E35 62F03 PDFBibTeX XMLCite \textit{G. M. Kuersteiner}, J. Econom. 211, No. 1, 243--261 (2019; Zbl 1452.62936) Full Text: DOI arXiv
Cho, Jin Seo; White, Halbert Directionally differentiable econometric models. (English) Zbl 1400.62317 Econom. Theory 34, No. 5, 1101-1131 (2018). MSC: 62P20 62E20 62F12 62F05 PDFBibTeX XMLCite \textit{J. S. Cho} and \textit{H. White}, Econom. Theory 34, No. 5, 1101--1131 (2018; Zbl 1400.62317) Full Text: DOI
Seo, Myung Hwan; Otsu, Taisuke Local M-estimation with discontinuous criterion for dependent and limited observations. (English) Zbl 1394.62058 Ann. Stat. 46, No. 1, 344-369 (2018). MSC: 62G20 62G05 62M10 60F17 62P20 PDFBibTeX XMLCite \textit{M. H. Seo} and \textit{T. Otsu}, Ann. Stat. 46, No. 1, 344--369 (2018; Zbl 1394.62058) Full Text: DOI arXiv
Radulović, Dragan; Wegkamp, Marten Weak convergence of stationary empirical processes. (English) Zbl 1388.60077 J. Stat. Plann. Inference 194, 75-84 (2018). MSC: 60F17 60G10 60F05 PDFBibTeX XMLCite \textit{D. Radulović} and \textit{M. Wegkamp}, J. Stat. Plann. Inference 194, 75--84 (2018; Zbl 1388.60077) Full Text: DOI arXiv
Zhang, Yonghui; Zhou, Qiankun; Jiang, Li Panel kink regression with an unknown threshold. (English) Zbl 1401.62184 Econ. Lett. 157, 116-121 (2017). MSC: 62M10 62F03 62E20 62P20 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Econ. Lett. 157, 116--121 (2017; Zbl 1401.62184) Full Text: DOI
Younso, Ahmad On nonparametric classification for weakly dependent functional processes. (English) Zbl 1395.62095 ESAIM, Probab. Stat. 21, 452-466 (2017). MSC: 62G08 62H30 PDFBibTeX XMLCite \textit{A. Younso}, ESAIM, Probab. Stat. 21, 452--466 (2017; Zbl 1395.62095) Full Text: DOI
Jirak, Moritz On weak invariance principles for partial sums. (English) Zbl 1395.60038 J. Theor. Probab. 30, No. 3, 703-728 (2017). MSC: 60F17 60F25 62G10 60G15 60B10 PDFBibTeX XMLCite \textit{M. Jirak}, J. Theor. Probab. 30, No. 3, 703--728 (2017; Zbl 1395.60038) Full Text: DOI
Shi, Jianhong; Yang, Qian; Li, Xiongya; Song, Weixing Effects of measurement error on a class of single-index varying coefficient regression models. (English) Zbl 1417.62094 Comput. Stat. 32, No. 3, 977-1001 (2017). MSC: 62G08 62G20 PDFBibTeX XMLCite \textit{J. Shi} et al., Comput. Stat. 32, No. 3, 977--1001 (2017; Zbl 1417.62094) Full Text: DOI
Giraudo, Davide Holderian weak invariance principle for stationary mixing sequences. (English) Zbl 1370.60058 J. Theor. Probab. 30, No. 1, 196-211 (2017). Reviewer: Martin Wendler (Greifswald) MSC: 60F17 60F05 60G10 PDFBibTeX XMLCite \textit{D. Giraudo}, J. Theor. Probab. 30, No. 1, 196--211 (2017; Zbl 1370.60058) Full Text: DOI arXiv
Massacci, Daniele Least squares estimation of large dimensional threshold factor models. (English) Zbl 1443.62175 J. Econom. 197, No. 1, 101-129 (2017). MSC: 62H25 62M10 62P20 PDFBibTeX XMLCite \textit{D. Massacci}, J. Econom. 197, No. 1, 101--129 (2017; Zbl 1443.62175) Full Text: DOI Link
Lv, Jing; Yang, Hu; Guo, Chaohui Robust estimation for varying index coefficient models. (English) Zbl 1347.65024 Comput. Stat. 31, No. 3, 1131-1167 (2016). MSC: 62-08 62G08 62G35 62G20 PDFBibTeX XMLCite \textit{J. Lv} et al., Comput. Stat. 31, No. 3, 1131--1167 (2016; Zbl 1347.65024) Full Text: DOI
Sancetta, Alessio Greedy algorithms for prediction. (English) Zbl 1388.62209 Bernoulli 22, No. 2, 1227-1277 (2016). MSC: 62J05 62G07 62G20 62J07 PDFBibTeX XMLCite \textit{A. Sancetta}, Bernoulli 22, No. 2, 1227--1277 (2016; Zbl 1388.62209) Full Text: DOI arXiv Euclid
Gassiat, Elisabeth; Rousseau, Judith Nonparametric finite translation hidden Markov models and extensions. (English) Zbl 1388.62243 Bernoulli 22, No. 1, 193-212 (2016). MSC: 62M05 62G07 62G20 PDFBibTeX XMLCite \textit{E. Gassiat} and \textit{J. Rousseau}, Bernoulli 22, No. 1, 193--212 (2016; Zbl 1388.62243) Full Text: DOI arXiv Euclid
Hill, Jonathan B.; Prokhorov, Artem GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference. (English) Zbl 1419.62231 J. Econom. 190, No. 1, 18-45 (2016). MSC: 62M10 62G05 62E20 62P05 PDFBibTeX XMLCite \textit{J. B. Hill} and \textit{A. Prokhorov}, J. Econom. 190, No. 1, 18--45 (2016; Zbl 1419.62231) Full Text: DOI Link
Iori, Giulia; Kapar, Burcu; Olmo, Jose Bank characteristics and the interbank money market: a distributional approach. (English) Zbl 1506.62514 Stud. Nonlinear Dyn. Econom. 19, No. 3, 249-283 (2015). MSC: 62P20 62G07 62G10 91G70 PDFBibTeX XMLCite \textit{G. Iori} et al., Stud. Nonlinear Dyn. Econom. 19, No. 3, 249--283 (2015; Zbl 1506.62514) Full Text: DOI
Ilhe, Paul; Moulines, Éric; Roueff, Francois; Souloumiac, Antoine Nonparametric estimation of Mark’s distribution of an exponential shot-noise process. (English) Zbl 1334.62050 Electron. J. Stat. 9, No. 2, 3120-3145 (2015). MSC: 62G07 45Q05 62M05 60G10 PDFBibTeX XMLCite \textit{P. Ilhe} et al., Electron. J. Stat. 9, No. 2, 3120--3145 (2015; Zbl 1334.62050) Full Text: DOI arXiv Euclid
Bücher, Axel A note on weak convergence of the sequential multivariate empirical process under strong mixing. (English) Zbl 1330.60057 J. Theor. Probab. 28, No. 3, 1028-1037 (2015). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F17 60F05 60G10 62G30 PDFBibTeX XMLCite \textit{A. Bücher}, J. Theor. Probab. 28, No. 3, 1028--1037 (2015; Zbl 1330.60057) Full Text: DOI arXiv
Hill, Jonathan B. Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors. (English) Zbl 1307.62054 J. Multivariate Anal. 135, 131-152 (2015). MSC: 62M10 62G35 PDFBibTeX XMLCite \textit{J. B. Hill}, J. Multivariate Anal. 135, 131--152 (2015; Zbl 1307.62054) Full Text: DOI
Bücher, Axel; Segers, Johan Extreme value copula estimation based on block maxima of a multivariate stationary time series. (English) Zbl 1329.62222 Extremes 17, No. 3, 495-528 (2014). MSC: 62G32 62M10 60F05 62H12 PDFBibTeX XMLCite \textit{A. Bücher} and \textit{J. Segers}, Extremes 17, No. 3, 495--528 (2014; Zbl 1329.62222) Full Text: DOI arXiv
Durieu, Olivier; Tusche, Marco An empirical process central limit theorem for multidimensional dependent data. (English) Zbl 1335.62084 J. Theor. Probab. 27, No. 1, 249-277 (2014). MSC: 62G30 60F17 60G10 PDFBibTeX XMLCite \textit{O. Durieu} and \textit{M. Tusche}, J. Theor. Probab. 27, No. 1, 249--277 (2014; Zbl 1335.62084) Full Text: DOI arXiv
Dehling, Herold; Durieu, Olivier; Tusche, Marco Approximating class approach for empirical processes of dependent sequences indexed by functions. (English) Zbl 1307.60027 Bernoulli 20, No. 3, 1372-1403 (2014). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F17 60B12 60G10 60G15 62E20 PDFBibTeX XMLCite \textit{H. Dehling} et al., Bernoulli 20, No. 3, 1372--1403 (2014; Zbl 1307.60027) Full Text: DOI arXiv Euclid
Hill, Jonathan B.; Aguilar, Mike Moment condition tests for heavy tailed time series. (English) Zbl 1443.62266 J. Econom. 172, No. 2, 255-274 (2013). MSC: 62M10 62E20 62P20 PDFBibTeX XMLCite \textit{J. B. Hill} and \textit{M. Aguilar}, J. Econom. 172, No. 2, 255--274 (2013; Zbl 1443.62266) Full Text: DOI Link Link
Xue, Liugen; Pang, Zhen Statistical inference for a single-index varying-coefficient model. (English) Zbl 1322.62126 Stat. Comput. 23, No. 5, 589-599 (2013). MSC: 62G05 62J05 PDFBibTeX XMLCite \textit{L. Xue} and \textit{Z. Pang}, Stat. Comput. 23, No. 5, 589--599 (2013; Zbl 1322.62126) Full Text: DOI
Vucane, Sandra; Valeinis, Janis; Luta, George Confidence intervals for the mean based on exponential type inequalities and empirical likelihood. (English) Zbl 1300.92010 ISRN Biomath. 2013, Article ID 765752, 8 p. (2013). MSC: 92B15 PDFBibTeX XMLCite \textit{S. Vucane} et al., ISRN Biomath. 2013, Article ID 765752, 8 p. (2013; Zbl 1300.92010) Full Text: DOI
Bücher, Axel; Volgushev, Stanislav Empirical and sequential empirical copula processes under serial dependence. (English) Zbl 1277.62223 J. Multivariate Anal. 119, 61-70 (2013). MSC: 62M99 62M10 60F05 62G05 62G20 PDFBibTeX XMLCite \textit{A. Bücher} and \textit{S. Volgushev}, J. Multivariate Anal. 119, 61--70 (2013; Zbl 1277.62223) Full Text: DOI arXiv
Kato, Kengo; Galvao, Antonio F. jun.; Montes-Rojas, Gabriel V. Asymptotics for panel quantile regression models with individual effects. (English) Zbl 1443.62475 J. Econom. 170, No. 1, 76-91 (2012). MSC: 62P20 62G08 62E20 PDFBibTeX XMLCite \textit{K. Kato} et al., J. Econom. 170, No. 1, 76--91 (2012; Zbl 1443.62475) Full Text: DOI Link Link
Otsu, Taisuke; Seo, Myung Hwan; Whang, Yoon-Jae Testing for non-nested conditional moment restrictions using unconditional empirical likelihood. (English) Zbl 1441.62825 J. Econom. 167, No. 2, 370-382 (2012). MSC: 62P20 62G10 62G20 PDFBibTeX XMLCite \textit{T. Otsu} et al., J. Econom. 167, No. 2, 370--382 (2012; Zbl 1441.62825) Full Text: DOI Link
Xue, Liugen; Wang, Qihua Empirical likelihood for single-index varying-coefficient models. (English) Zbl 1243.62045 Bernoulli 18, No. 3, 836-856 (2012). MSC: 62G05 62G20 62G15 62F12 65C60 PDFBibTeX XMLCite \textit{L. Xue} and \textit{Q. Wang}, Bernoulli 18, No. 3, 836--856 (2012; Zbl 1243.62045) Full Text: DOI arXiv Euclid
Pang, Zhen; Xue, Liugen Estimation for the single-index models with random effects. (English) Zbl 1368.62082 Comput. Stat. Data Anal. 56, No. 6, 1837-1853 (2012). MSC: 62G05 62G08 62G15 65C60 PDFBibTeX XMLCite \textit{Z. Pang} and \textit{L. Xue}, Comput. Stat. Data Anal. 56, No. 6, 1837--1853 (2012; Zbl 1368.62082) Full Text: DOI
Beutner, Eric; Wu, Wei Biao; Zähle, Henryk Asymptotics for statistical functionals of long-memory sequences. (English) Zbl 1250.62023 Stochastic Processes Appl. 122, No. 3, 910-929 (2012). Reviewer: Neville Weber (Sydney) MSC: 62G20 60F05 62M10 60F17 PDFBibTeX XMLCite \textit{E. Beutner} et al., Stochastic Processes Appl. 122, No. 3, 910--929 (2012; Zbl 1250.62023) Full Text: DOI
Kristensen, Dennis Semi-nonparametric estimation and misspecification testing of diffusion models. (English) Zbl 1441.62784 J. Econom. 164, No. 2, 382-403 (2011). MSC: 62P20 62G10 62M05 60J60 62G05 62G07 62G20 PDFBibTeX XMLCite \textit{D. Kristensen}, J. Econom. 164, No. 2, 382--403 (2011; Zbl 1441.62784) Full Text: DOI
Otsu, Taisuke; Whang, Yoon-Jae Testing for nonnested conditional moment restrictions via conditional empirical likelihood. (English) Zbl 1207.62100 Econom. Theory 27, No. 1, 114-153 (2011). MSC: 62G10 62E20 65C60 PDFBibTeX XMLCite \textit{T. Otsu} and \textit{Y.-J. Whang}, Econom. Theory 27, No. 1, 114--153 (2011; Zbl 1207.62100) Full Text: DOI
Drost, Feike C.; van den Akker, Ramon; Werker, Bas J. M. Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models. (English) Zbl 1248.62147 J. R. Stat. Soc., Ser. B, Stat. Methodol. 71, No. 2, 467-485 (2009). MSC: 62M10 62G08 62G05 62H12 PDFBibTeX XMLCite \textit{F. C. Drost} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 71, No. 2, 467--485 (2009; Zbl 1248.62147) Full Text: DOI
Doukhan, Paul; Fermanian, Jean-David; Lang, Gabriel An empirical central limit theorem with applications to copulas under weak dependence. (English) Zbl 1333.62207 Stat. Inference Stoch. Process. 12, No. 1, 65-87 (2009). MSC: 62M10 62G07 60F17 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stat. Inference Stoch. Process. 12, No. 1, 65--87 (2009; Zbl 1333.62207) Full Text: DOI
Radulović, Dragan Another look at the disjoint blocks bootstrap. (English) Zbl 1203.62073 Test 18, No. 1, 195-212 (2009). MSC: 62G09 62G20 60F05 65C60 PDFBibTeX XMLCite \textit{D. Radulović}, Test 18, No. 1, 195--212 (2009; Zbl 1203.62073) Full Text: DOI
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
Dehling, Herold; Durieu, Olivier; Volny, Dalibor New techniques for empirical processes of dependent data. (English) Zbl 1176.60023 Stochastic Processes Appl. 119, No. 10, 3699-3718 (2009). Reviewer: Ken-ichi Yoshihara (Tokyo) MSC: 60F17 60G10 62G30 PDFBibTeX XMLCite \textit{H. Dehling} et al., Stochastic Processes Appl. 119, No. 10, 3699--3718 (2009; Zbl 1176.60023) Full Text: DOI arXiv
Berkes, István; Hörmann, Siegfried; Schauer, Johannes Asymptotic results for the empirical process of stationary sequences. (English) Zbl 1161.60312 Stochastic Processes Appl. 119, No. 4, 1298-1324 (2009). MSC: 60F17 60F15 62M10 PDFBibTeX XMLCite \textit{I. Berkes} et al., Stochastic Processes Appl. 119, No. 4, 1298--1324 (2009; Zbl 1161.60312) Full Text: DOI
Nickl, Richard On convergence and convolutions of random signed measures. (English) Zbl 1175.60030 J. Theor. Probab. 22, No. 1, 38-56 (2009). Reviewer: Tadeusz Inglot (Wrocław) MSC: 60F17 28A33 60B15 46E27 60B10 62G07 PDFBibTeX XMLCite \textit{R. Nickl}, J. Theor. Probab. 22, No. 1, 38--56 (2009; Zbl 1175.60030) Full Text: DOI
Rootzén, Holger Weak convergence of the tail empirical process for dependent sequences. (English) Zbl 1162.60017 Stochastic Processes Appl. 119, No. 2, 468-490 (2009). Reviewer: Winfried Stute (Gießen) MSC: 60G70 60F17 62G32 PDFBibTeX XMLCite \textit{H. Rootzén}, Stochastic Processes Appl. 119, No. 2, 468--490 (2009; Zbl 1162.60017) Full Text: DOI
Caner, Mehmet Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases. (English) Zbl 1360.62069 J. Econom. 137, No. 1, 28-67 (2007). MSC: 62F03 62F05 62P20 PDFBibTeX XMLCite \textit{M. Caner}, J. Econom. 137, No. 1, 28--67 (2007; Zbl 1360.62069) Full Text: DOI
Corradi, Valentina; Swanson, Norman R. Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data. (English) Zbl 1418.62437 J. Econom. 136, No. 2, 699-723 (2007). MSC: 62P20 62G09 62G10 62M10 91B51 PDFBibTeX XMLCite \textit{V. Corradi} and \textit{N. R. Swanson}, J. Econom. 136, No. 2, 699--723 (2007; Zbl 1418.62437) Full Text: DOI Link
Dedecker, Jérôme; Merlevède, Florence The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in \({\mathbb L}^p\). (English) Zbl 1184.60008 ESAIM, Probab. Stat. 11, 102-114 (2007). MSC: 60F10 62G30 60F05 PDFBibTeX XMLCite \textit{J. Dedecker} and \textit{F. Merlevède}, ESAIM, Probab. Stat. 11, 102--114 (2007; Zbl 1184.60008) Full Text: DOI Numdam EuDML
Hansen, Bruce E. Interval forecasts and parameter uncertainty. (English) Zbl 1418.62327 J. Econom. 135, No. 1-2, 377-398 (2006). MSC: 62M10 62P20 91B84 PDFBibTeX XMLCite \textit{B. E. Hansen}, J. Econom. 135, No. 1--2, 377--398 (2006; Zbl 1418.62327) Full Text: DOI
Chen, Xiaohong; Fan, Yanqin Estimation of copula-based semiparametric time series models. (English) Zbl 1337.62201 J. Econom. 130, No. 2, 307-335 (2006). MSC: 62M05 62M10 62G05 PDFBibTeX XMLCite \textit{X. Chen} and \textit{Y. Fan}, J. Econom. 130, No. 2, 307--335 (2006; Zbl 1337.62201) Full Text: DOI
Čížek, Pavel Least trimmed squares in nonlinear regression under dependence. (English) Zbl 1103.62061 J. Stat. Plann. Inference 136, No. 11, 3967-3988 (2006). MSC: 62J02 62F12 62M10 PDFBibTeX XMLCite \textit{P. Čížek}, J. Stat. Plann. Inference 136, No. 11, 3967--3988 (2006; Zbl 1103.62061) Full Text: DOI
Caner, Mehmet M-estimators with non-standard rates of convergence and weakly dependent data. (English) Zbl 1088.62034 J. Stat. Plann. Inference 136, No. 4, 1207-1219 (2006). MSC: 62F12 62F10 PDFBibTeX XMLCite \textit{M. Caner}, J. Stat. Plann. Inference 136, No. 4, 1207--1219 (2006; Zbl 1088.62034) Full Text: DOI
Delouille, Véronique; von Sachs, Rainer Estimation of nonlinear autoregressive models using design-adapted wavelets. (English) Zbl 1083.62085 Ann. Inst. Stat. Math. 57, No. 2, 235-253 (2005). MSC: 62M10 42C40 62G05 PDFBibTeX XMLCite \textit{V. Delouille} and \textit{R. von Sachs}, Ann. Inst. Stat. Math. 57, No. 2, 235--253 (2005; Zbl 1083.62085) Full Text: DOI
Butucea, Cristina; Neumann, Michael H. Exact asymptotics for estimating the marginal density of discretely observed diffusion processes. (English) Zbl 1069.62062 Bernoulli 11, No. 3, 411-444 (2005). MSC: 62M05 62G07 62G20 PDFBibTeX XMLCite \textit{C. Butucea} and \textit{M. H. Neumann}, Bernoulli 11, No. 3, 411--444 (2005; Zbl 1069.62062) Full Text: DOI
Ben Hariz, Samir Uniform CLT for empirical process. (English) Zbl 1080.60028 Stochastic Processes Appl. 115, No. 2, 339-358 (2005). Reviewer: Ulrich Stadtmüller (Ulm) MSC: 60F17 60F05 PDFBibTeX XMLCite \textit{S. Ben Hariz}, Stochastic Processes Appl. 115, No. 2, 339--358 (2005; Zbl 1080.60028) Full Text: DOI
Franke, Jürgen; Neumann, Michael H.; Stockis, Jean-Pierre Bootstrapping nonparametric estimators of the volatility function. (English) Zbl 1033.62039 J. Econom. 118, No. 1-2, 189-218 (2004). MSC: 62G09 62P05 62M10 62G05 PDFBibTeX XMLCite \textit{J. Franke} et al., J. Econom. 118, No. 1--2, 189--218 (2004; Zbl 1033.62039) Full Text: DOI
Henriques, Carla; Oliveira, Paulo Eduardo Estimation of a two-dimensional distribution function under association. (English) Zbl 1031.62027 J. Stat. Plann. Inference 113, No. 1, 137-150 (2003). MSC: 62G07 62G20 62G30 PDFBibTeX XMLCite \textit{C. Henriques} and \textit{P. E. Oliveira}, J. Stat. Plann. Inference 113, No. 1, 137--150 (2003; Zbl 1031.62027) 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
Polonik, Wolfgang; Yao, Qiwei Set-indexed conditional empirical and quantile processes based on dependent data. (English) Zbl 0992.62094 J. Multivariate Anal. 80, No. 2, 234-255 (2002). MSC: 62M99 62G30 62G20 PDFBibTeX XMLCite \textit{W. Polonik} and \textit{Q. Yao}, J. Multivariate Anal. 80, No. 2, 234--255 (2002; Zbl 0992.62094) Full Text: DOI Link
Hariz, Samir Ben Limit theorems for the nonlinear functional of stationary Gaussian processes. (English) Zbl 1016.60021 J. Multivariate Anal. 80, No. 2, 191-216 (2002). Reviewer: Jean-Claude Massé (Quebec) MSC: 60E15 60F17 PDFBibTeX XMLCite \textit{S. B. Hariz}, J. Multivariate Anal. 80, No. 2, 191--216 (2002; Zbl 1016.60021) Full Text: DOI
Koul, Hira L.; Surgailis, Donatas Asymptotics of empirical processes of long memory moving averages with infinite variance. (English) Zbl 1046.62089 Stochastic Processes Appl. 91, No. 2, 309-336 (2001). MSC: 62M10 60F05 62G30 62J05 62E20 62G20 PDFBibTeX XMLCite \textit{H. L. Koul} and \textit{D. Surgailis}, Stochastic Processes Appl. 91, No. 2, 309--336 (2001; Zbl 1046.62089) Full Text: DOI
Baraud, Y.; Comte, F.; Viennet, G. Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection. (English) Zbl 1012.62034 Ann. Stat. 29, No. 3, 839-875 (2001). MSC: 62G08 62J02 62M10 PDFBibTeX XMLCite \textit{Y. Baraud} et al., Ann. Stat. 29, No. 3, 839--875 (2001; Zbl 1012.62034) Full Text: DOI
Nishiyama, Yoichi Weak convergence of some classes of martingales with jumps. (English) Zbl 1128.60305 Ann. Probab. 28, No. 2, 685-712 (2000). MSC: 60F05 60F17 60F20 PDFBibTeX XMLCite \textit{Y. Nishiyama}, Ann. Probab. 28, No. 2, 685--712 (2000; Zbl 1128.60305) Full Text: DOI
Giraitis, Liudas; Surgailis, Donatas Central limit theorem for the empirical process of a linear sequence with long memory. (English) Zbl 0943.60035 J. Stat. Plann. Inference 80, No. 1-2, 81-93 (1999). Reviewer: N.Leonenko (Kyïv) MSC: 60G10 60G30 PDFBibTeX XMLCite \textit{L. Giraitis} and \textit{D. Surgailis}, J. Stat. Plann. Inference 80, No. 1--2, 81--93 (1999; Zbl 0943.60035) Full Text: DOI
Neumann, Michael H. Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations. (English) Zbl 0930.62038 Ann. Stat. 26, No. 5, 2014-2048 (1998). MSC: 62G07 62G20 62G10 62G09 60F15 PDFBibTeX XMLCite \textit{M. H. Neumann}, Ann. Stat. 26, No. 5, 2014--2048 (1998; Zbl 0930.62038) Full Text: DOI
Neumann, Michael H.; Kreiss, Jens-Peter Regression-type inference in nonparametric autoregression. (English) Zbl 0935.62049 Ann. Stat. 26, No. 4, 1570-1613 (1998). MSC: 62G08 62M10 62G09 PDFBibTeX XMLCite \textit{M. H. Neumann} and \textit{J.-P. Kreiss}, Ann. Stat. 26, No. 4, 1570--1613 (1998; Zbl 0935.62049) 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
Ragbi, Bouameur Weak convergence for rectangle-indexed weighted multivariate empirical \(U\)-statistic processes under mixing conditions. (English) Zbl 0936.60035 J. Math. Anal. Appl. 221, No. 2, 476-498 (1998). Reviewer: A.K.Basu (Calcutta) MSC: 60F17 60G60 60B12 62G99 PDFBibTeX XMLCite \textit{B. Ragbi}, J. Math. Anal. Appl. 221, No. 2, 476--498 (1998; Zbl 0936.60035) Full Text: DOI
Priebe, Carey E.; Marchette, David J.; Rogers, George W. Semiparametric nonhomogeneity analysis. (English) Zbl 0900.62509 J. Stat. Plann. Inference 59, No. 1, 45-60 (1997). MSC: 62M40 62G10 PDFBibTeX XMLCite \textit{C. E. Priebe} et al., J. Stat. Plann. Inference 59, No. 1, 45--60 (1997; Zbl 0900.62509) Full Text: DOI
Radulović, D. The bootstrap for empirical processes based on stationary observations. (English) Zbl 0885.62052 Stochastic Processes Appl. 65, No. 2, 259-279 (1996). Reviewer: M.Hušková (Praha) MSC: 62G09 62G20 60G20 60F05 PDFBibTeX XMLCite \textit{D. Radulović}, Stochastic Processes Appl. 65, No. 2, 259--279 (1996; Zbl 0885.62052) Full Text: DOI
Bae, Jongsig; Levental, Shlomo Uniform CLT for Markov chains and its invariance principle: A martingale approach. (English) Zbl 0865.60016 J. Theor. Probab. 8, No. 3, 549-570 (1995). MSC: 60F05 60F17 60J10 PDFBibTeX XMLCite \textit{J. Bae} and \textit{S. Levental}, J. Theor. Probab. 8, No. 3, 549--570 (1995; Zbl 0865.60016) Full Text: DOI
Arcones, Miguel A. The law of the iterated logarithm for empirical processes under absolute regularity. (English) Zbl 0836.60028 J. Theor. Probab. 8, No. 2, 433-451 (1995). Reviewer: H.Dehling (Groningen) MSC: 60F15 60G10 62G30 PDFBibTeX XMLCite \textit{M. A. Arcones}, J. Theor. Probab. 8, No. 2, 433--451 (1995; Zbl 0836.60028) Full Text: DOI
Arcones, M. A.; Yu, B. Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences. (English) Zbl 0786.60028 J. Theor. Probab. 7, No. 1, 47-71 (1994). MSC: 60F15 PDFBibTeX XMLCite \textit{M. A. Arcones} and \textit{B. Yu}, J. Theor. Probab. 7, No. 1, 47--71 (1994; Zbl 0786.60028) Full Text: DOI